-32.3%
TWLO vs ITW
+36.9%
-69.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -2.3% |
| 7D | -2.4% | -0.7% | -1.7% | -2.0% |
| 30D | -7.8% | -8.3% | +0.5% | -3.0% |
| 3M | +10.0% | +6.0% | +4.0% | +5.6% |
| 6M | +79.5% | 0.0% | +79.5% | +76.9% |
| YTD | +59.8% | +10.2% | +49.6% | +44.4% |
| 1Y | +121.7% | +3.2% | +118.5% | +109.9% |
| 3Y | +240.8% | +21.0% | +219.8% | +179.0% |
| All | -32.3% | +36.9% | -69.2% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling