-35.6%
TWLO vs TAP
-0.5%
-35.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.2% | -5.1% | +5.3% | +0.7% |
| 30D | -9.1% | -8.4% | -0.7% | -8.4% |
| 3M | +11.0% | -3.9% | +14.9% | +11.4% |
| 6M | +79.4% | -14.4% | +93.7% | +82.2% |
| YTD | +59.7% | -14.7% | +74.5% | +61.8% |
| 1Y | +112.3% | -18.7% | +131.0% | +116.4% |
| 3Y | +247.0% | -32.6% | +279.6% | +261.0% |
| 5Y | -35.6% | -1.4% | -34.2% | -37.5% |
| All | -35.6% | -0.5% | -35.0% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling