+684.6%
TWLO vs MTB
+168.3%
+516.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.9% |
| 7D | -1.2% | +2.8% | -4.0% | -1.9% |
| 30D | -6.4% | -4.2% | -2.2% | -5.3% |
| 3M | +6.3% | +7.8% | -1.5% | +4.1% |
| 6M | +76.4% | +14.8% | +61.6% | +69.5% |
| YTD | +58.8% | +20.8% | +38.0% | +50.2% |
| 1Y | +107.1% | +23.1% | +84.0% | +94.7% |
| 3Y | +245.0% | +114.8% | +130.1% | +181.2% |
| 5Y | -36.0% | +103.3% | -139.2% | -46.7% |
| 10Y | +293.2% | +173.0% | +120.2% | +183.7% |
| All | +684.6% | +168.3% | +516.3% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling