+394.9%
TTWO vs TWLO
+312.8%
+82.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +0.4% | -2.4% | +2.8% | +0.8% |
| 30D | -11.3% | -7.8% | -3.5% | -10.1% |
| 3M | +1.6% | +10.0% | -8.4% | -1.0% |
| 6M | +2.1% | +79.5% | -77.4% | -10.8% |
| YTD | -15.8% | +59.8% | -75.7% | -25.0% |
| 1Y | -12.6% | +121.7% | -134.3% | -27.4% |
| 3Y | +48.2% | +240.8% | -192.6% | +8.6% |
| 5Y | +40.0% | -33.6% | +73.6% | +30.1% |
| All | +394.9% | +312.8% | +82.1% | +193.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling