+301.0%
TWLO vs IT
+103.1%
+197.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -4.3% |
| 7D | -2.4% | -3.7% | +1.2% | -0.8% |
| 30D | -7.8% | +0.1% | -7.9% | -8.4% |
| 3M | +10.0% | +20.7% | -10.7% | -4.6% |
| 6M | +79.5% | +12.0% | +67.5% | +61.1% |
| YTD | +59.8% | -28.8% | +88.6% | +82.3% |
| 1Y | +121.7% | -25.5% | +147.2% | +144.0% |
| 3Y | +240.8% | -48.8% | +289.6% | +343.1% |
| 5Y | -33.6% | -42.7% | +9.1% | -19.2% |
| All | +301.0% | +103.1% | +197.9% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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