+203.6%
TGT vs TWLO
+312.8%
-109.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -5.2% | -2.4% | -2.8% | -5.0% |
| 30D | +1.2% | -7.8% | +9.0% | +2.0% |
| 3M | +18.4% | +10.0% | +8.4% | +16.5% |
| 6M | +33.4% | +79.5% | -46.0% | +22.7% |
| YTD | +63.8% | +59.8% | +4.0% | +52.2% |
| 1Y | +77.2% | +121.7% | -44.5% | +57.4% |
| 3Y | +41.8% | +240.8% | -199.0% | +16.6% |
| 5Y | -25.5% | -33.6% | +8.1% | -31.5% |
| All | +203.6% | +312.8% | -109.2% | +125.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling