-32.3%
TWLO vs MTCH
-73.3%
+40.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.4% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | -7.8% | +15.9% | -23.7% | -15.3% |
| 3M | +10.0% | +23.3% | -13.2% | -3.2% |
| 6M | +79.5% | +40.1% | +39.3% | +47.4% |
| YTD | +59.8% | +33.6% | +26.2% | +34.8% |
| 1Y | +121.7% | +14.1% | +107.6% | +103.2% |
| 3Y | +240.8% | +1.4% | +239.4% | +212.6% |
| All | -32.3% | -73.3% | +40.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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