+301.0%
TWLO vs MTB
+173.8%
+127.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -2.0% | -1.7% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | -7.8% | -4.8% | -3.0% | -6.7% |
| 3M | +10.0% | +6.0% | +4.1% | +8.3% |
| 6M | +79.5% | +19.6% | +59.9% | +70.8% |
| YTD | +59.8% | +21.5% | +38.4% | +51.2% |
| 1Y | +121.7% | +24.7% | +97.0% | +108.1% |
| 3Y | +240.8% | +108.6% | +132.2% | +181.4% |
| 5Y | -33.6% | +106.7% | -140.3% | -44.5% |
| All | +301.0% | +173.8% | +127.1% | +228.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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