-34.9%
TLT vs TWLO
-35.1%
+0.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | 0.0% | -9.1% | +9.1% | +0.2% |
| 3M | -2.9% | +11.0% | -13.9% | -3.2% |
| 6M | -6.3% | +79.4% | -85.6% | -7.8% |
| YTD | -3.3% | +59.7% | -63.1% | -4.7% |
| 1Y | -4.2% | +112.3% | -116.5% | -6.3% |
| 3Y | -1.7% | +247.0% | -248.6% | -6.0% |
| 5Y | -34.9% | -35.6% | +0.7% | -38.7% |
| All | -34.9% | -35.1% | +0.2% | -38.7% |
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 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