-29.4%
TSCO vs TWLO
+60.3%
-89.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +15.7% | -15.9% | +31.6% | +15.7% |
| 30D | +16.4% | -29.0% | +45.5% | +16.7% |
| 3M | +11.2% | +10.0% | +1.2% | +9.6% |
| 6M | +14.9% | +12.6% | +2.4% | +13.0% |
| YTD | -25.4% | +50.1% | -75.5% | -27.5% |
| 1Y | -29.4% | +64.3% | -93.7% | -33.0% |
| All | -29.4% | +60.3% | -89.7% | -33.0% |
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 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