+302.0%
TRV vs TWLO
+312.8%
-10.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.2% |
| 7D | +1.9% | -2.4% | +4.3% | +2.0% |
| 30D | +1.7% | -7.8% | +9.5% | +2.1% |
| 3M | +23.9% | +10.0% | +13.9% | +23.1% |
| 6M | +26.3% | +79.5% | -53.2% | +22.1% |
| YTD | +30.8% | +59.8% | -29.0% | +27.0% |
| 1Y | +36.3% | +121.7% | -85.3% | +29.9% |
| 3Y | +145.0% | +240.8% | -95.8% | +126.3% |
| 5Y | +163.9% | -33.6% | +197.5% | +162.8% |
| All | +302.0% | +312.8% | -10.7% | +233.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling