+471.4%
TTWO vs TWLO
+863.4%
-392.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.0% | +2.4% |
| 7D | +1.3% | -3.9% | +5.2% | +2.1% |
| 30D | -13.4% | -9.7% | -3.7% | -11.8% |
| 3M | +3.1% | +11.6% | -8.5% | +0.2% |
| 6M | +3.8% | +84.7% | -80.9% | -9.4% |
| YTD | -15.3% | +62.5% | -77.8% | -24.4% |
| 1Y | -11.1% | +121.7% | -132.8% | -25.7% |
| 3Y | +52.0% | +253.0% | -201.0% | +11.9% |
| 5Y | +40.9% | -32.5% | +73.4% | +30.5% |
| 10Y | +407.6% | +312.7% | +94.9% | +216.8% |
| All | +471.4% | +863.4% | -392.0% | +238.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling