-35.6%
TWLO vs PTC
-0.9%
-34.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +3.1% |
| 7D | +0.2% | -13.6% | +13.8% | +11.9% |
| 30D | -9.1% | -14.7% | +5.5% | +2.2% |
| 3M | +11.0% | -5.9% | +16.9% | +13.1% |
| 6M | +79.4% | -21.1% | +100.5% | +112.1% |
| YTD | +59.7% | -26.0% | +85.7% | +99.6% |
| 1Y | +112.3% | -36.8% | +149.2% | +201.6% |
| 3Y | +247.0% | -10.3% | +257.2% | +240.4% |
| 5Y | -35.6% | +1.2% | -36.8% | -44.9% |
| All | -35.6% | -0.9% | -34.6% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling