-19.1%
TLT vs TWLO
+780.4%
-799.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 3M | -2.7% | -15.3% | +12.6% | -2.7% |
| 6M | -4.1% | +9.7% | -13.8% | -4.3% |
| YTD | -5.4% | +48.5% | -53.8% | -5.8% |
| 1Y | -7.0% | +70.3% | -77.4% | -7.6% |
| 3Y | +2.8% | +261.4% | -258.6% | +1.3% |
| 5Y | -35.4% | -30.6% | -4.8% | -36.7% |
| 10Y | -13.1% | +569.2% | -582.4% | -10.9% |
| All | -19.1% | +780.4% | -799.5% | -14.0% |
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 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