-17.2%
TTWO vs TWLO
+60.3%
-77.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.3% | +7.2% |
| 7D | +7.0% | -15.9% | +22.8% | +9.8% |
| 30D | +2.7% | -29.0% | +31.7% | +8.3% |
| 3M | -13.0% | +10.0% | -23.1% | -16.1% |
| 6M | -7.2% | +12.6% | -19.8% | -11.7% |
| YTD | -18.4% | +50.1% | -68.5% | -30.9% |
| 1Y | -17.2% | +64.3% | -81.5% | -30.6% |
| All | -17.2% | +60.3% | -77.5% | -30.6% |
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