-7.0%
TLT vs TWLO
+67.1%
-74.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -3.1% | +4.5% | -7.6% | -3.1% |
| 30D | +1.0% | -22.1% | +23.1% | +1.1% |
| 3M | -2.7% | -15.3% | +12.6% | -2.8% |
| 6M | -4.1% | +9.7% | -13.8% | -4.6% |
| YTD | -5.4% | +48.5% | -53.8% | -6.4% |
| 1Y | -7.0% | +70.3% | -77.4% | -8.7% |
| All | -7.0% | +67.1% | -74.1% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling