+245.0%
TWLO vs PTC
-8.0%
+253.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.5% | +2.5% | +0.4% |
| 7D | -1.2% | -12.8% | +11.6% | +7.6% |
| 30D | -6.4% | -9.8% | +3.4% | -0.2% |
| 3M | +6.3% | -2.1% | +8.3% | +5.9% |
| 6M | +76.4% | -18.1% | +94.5% | +99.7% |
| YTD | +58.8% | -23.5% | +82.3% | +88.6% |
| 1Y | +107.1% | -37.4% | +144.4% | +179.6% |
| 3Y | +245.0% | -7.2% | +252.2% | +218.5% |
| All | +245.0% | -8.0% | +253.0% | +218.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling