+97.2%
TJX vs TWLO
-33.6%
+130.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | -4.6% | -2.4% | -2.2% | -4.4% |
| 30D | -17.2% | -7.8% | -9.3% | -16.6% |
| 3M | -24.9% | +10.0% | -34.9% | -25.9% |
| 6M | -19.7% | +79.5% | -99.1% | -25.4% |
| YTD | -17.2% | +59.8% | -77.0% | -22.4% |
| 1Y | -9.4% | +121.7% | -131.1% | -18.8% |
| 3Y | +43.1% | +240.8% | -197.7% | +17.6% |
| All | +97.2% | -33.6% | +130.8% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling