+203.7%
TGT vs TWLO
+863.4%
-659.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.3% |
| 7D | -5.0% | -3.9% | -1.2% | -4.7% |
| 30D | +3.0% | -9.7% | +12.7% | +4.1% |
| 3M | +22.6% | +11.6% | +11.0% | +20.5% |
| 6M | +31.2% | +84.7% | -53.5% | +20.6% |
| YTD | +63.7% | +62.5% | +1.2% | +52.2% |
| 1Y | +78.5% | +121.7% | -43.2% | +59.3% |
| 3Y | +40.5% | +253.0% | -212.5% | +16.0% |
| 5Y | -25.6% | -32.5% | +6.9% | -31.5% |
| 10Y | +204.7% | +312.7% | -108.0% | +130.1% |
| All | +203.7% | +863.4% | -659.7% | +125.5% |
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