-19.7%
TSCO vs TWLO
+246.3%
-266.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -5.7% | -2.4% | -3.2% | -5.5% |
| 30D | -8.8% | -7.8% | -0.9% | -8.3% |
| 3M | +6.3% | +10.0% | -3.7% | +5.2% |
| 6M | -32.3% | +79.5% | -111.7% | -36.1% |
| YTD | -32.7% | +59.8% | -92.5% | -35.9% |
| 1Y | -43.7% | +121.7% | -165.4% | -48.3% |
| 3Y | -19.7% | +240.8% | -260.5% | -37.0% |
| All | -19.7% | +246.3% | -266.0% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling