+307.6%
TWLO vs PTC
+200.2%
+107.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | -3.9% | -14.2% | +10.3% | +7.0% |
| 30D | -9.7% | -14.4% | +4.7% | +0.6% |
| 3M | +11.6% | -4.7% | +16.3% | +12.5% |
| 6M | +84.7% | -19.3% | +104.0% | +111.0% |
| YTD | +62.5% | -26.1% | +88.6% | +98.6% |
| 1Y | +121.7% | -37.1% | +158.8% | +204.3% |
| 3Y | +253.0% | -10.4% | +263.4% | +261.8% |
| 5Y | -32.5% | +2.5% | -35.0% | -36.8% |
| All | +307.6% | +200.2% | +107.5% | +112.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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