+154.4%
TRV vs TWLO
-32.5%
+186.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.5% |
| 7D | -1.5% | -3.9% | +2.4% | -1.4% |
| 30D | -1.8% | -9.7% | +7.9% | -1.6% |
| 3M | +21.6% | +11.6% | +10.0% | +21.2% |
| 6M | +22.5% | +84.7% | -62.2% | +20.5% |
| YTD | +28.1% | +62.5% | -34.3% | +26.5% |
| 1Y | +37.0% | +121.7% | -84.7% | +34.1% |
| 3Y | +141.9% | +253.0% | -111.1% | +134.9% |
| All | +154.4% | -32.5% | +186.9% | +145.9% |
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