+64.3%
TWLO vs ITW
+24.0%
+40.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +0.7% |
| 7D | -15.9% | +6.3% | -22.2% | -13.9% |
| 30D | -29.0% | +11.1% | -40.1% | -26.1% |
| 3M | +10.0% | +0.1% | +9.9% | +9.7% |
| 6M | +12.6% | +18.1% | -5.5% | +23.3% |
| YTD | +50.1% | +21.4% | +28.7% | +64.7% |
| 1Y | +64.3% | +22.9% | +41.4% | +75.9% |
| All | +64.3% | +24.0% | +40.2% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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