+84.6%
TGT vs TWLO
+123.2%
-38.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.2% |
| 7D | +0.8% | -2.0% | +2.8% | +0.8% |
| 30D | +12.2% | +20.6% | -8.4% | +12.4% |
| 3M | +33.8% | -1.5% | +35.3% | +33.5% |
| 6M | +39.3% | +89.4% | -50.1% | +38.3% |
| YTD | +72.9% | +63.8% | +9.1% | +71.9% |
| 1Y | +84.6% | +119.7% | -35.2% | +78.7% |
| All | +84.6% | +123.2% | -38.7% | +78.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling