-84.0%
TTD vs TWLO
+246.1%
-330.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | +3.7% | -9.1% | +12.8% | +7.1% |
| 3M | -30.2% | +11.0% | -41.2% | -35.5% |
| 6M | -51.4% | +79.4% | -130.8% | -65.3% |
| YTD | -63.4% | +59.7% | -123.2% | -72.6% |
| 1Y | -73.5% | +112.3% | -185.8% | -83.1% |
| All | -84.0% | +246.1% | -330.0% | -90.1% |
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