+60.0%
HYG vs TWLO
+847.7%
-787.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -0.7% | -2.4% | +1.7% | -0.6% |
| 30D | -0.7% | -7.8% | +7.1% | -0.4% |
| 3M | -0.2% | +10.0% | -10.2% | -0.9% |
| 6M | +1.4% | +79.5% | -78.0% | -2.0% |
| YTD | +1.5% | +59.8% | -58.4% | -1.5% |
| 1Y | +2.9% | +121.7% | -118.8% | -1.9% |
| 3Y | +25.6% | +240.8% | -215.2% | +15.8% |
| 5Y | +18.6% | -33.6% | +52.2% | +14.7% |
| 10Y | +55.7% | +306.0% | -250.2% | +37.2% |
| All | +60.0% | +847.7% | -787.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling