-32.5%
TWLO vs MTB
+101.1%
-133.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | -9.7% | -4.6% | -5.1% | -8.0% |
| 3M | +11.6% | +7.4% | +4.2% | +8.1% |
| 6M | +84.7% | +18.7% | +66.0% | +70.7% |
| YTD | +62.5% | +21.1% | +41.4% | +48.1% |
| 1Y | +121.7% | +24.1% | +97.6% | +99.6% |
| 3Y | +253.0% | +115.3% | +137.6% | +145.5% |
| 5Y | -32.5% | +106.0% | -138.5% | -50.8% |
| All | -32.5% | +101.1% | -133.6% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling