+279.5%
TJX vs TWLO
+863.4%
-584.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -4.4% | -3.9% | -0.5% | -4.0% |
| 30D | -18.6% | -9.7% | -8.9% | -17.8% |
| 3M | -24.4% | +11.6% | -36.0% | -25.5% |
| 6M | -20.2% | +84.7% | -104.9% | -25.9% |
| YTD | -16.9% | +62.5% | -79.4% | -22.0% |
| 1Y | -8.5% | +121.7% | -130.2% | -17.3% |
| 3Y | +43.7% | +253.0% | -209.2% | +20.7% |
| 5Y | +97.3% | -32.5% | +129.8% | +87.6% |
| 10Y | +289.0% | +312.7% | -23.8% | +195.2% |
| All | +279.5% | +863.4% | -584.0% | +172.7% |
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 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