+43.1%
TJX vs TWLO
+246.3%
-203.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -4.6% | -2.4% | -2.2% | -4.5% |
| 30D | -17.2% | -7.8% | -9.3% | -17.0% |
| 3M | -24.9% | +10.0% | -34.9% | -25.2% |
| 6M | -19.7% | +79.5% | -99.1% | -22.3% |
| YTD | -17.2% | +59.8% | -77.0% | -19.4% |
| 1Y | -9.4% | +121.7% | -131.1% | -14.3% |
| 3Y | +43.1% | +240.8% | -197.7% | +29.0% |
| All | +43.1% | +246.3% | -203.2% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling