+121.7%
TWLO vs TAP
-17.5%
+139.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.5% |
| 7D | -2.4% | -3.9% | +1.5% | -2.8% |
| 30D | -7.8% | -5.3% | -2.6% | -8.2% |
| 3M | +10.0% | -3.8% | +13.8% | +10.2% |
| 6M | +79.5% | -11.4% | +90.8% | +79.9% |
| YTD | +59.8% | -13.7% | +73.6% | +59.3% |
| 1Y | +121.7% | -17.2% | +138.9% | +121.0% |
| All | +121.7% | -17.5% | +139.2% | +121.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling