-26.3%
TWLO vs TAP
+1.8%
-28.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.5% |
| 7D | +2.8% | -8.0% | +10.8% | +3.3% |
| 30D | -22.4% | +4.1% | -26.4% | -22.7% |
| 3M | -14.2% | -4.4% | -9.9% | -14.0% |
| 6M | +10.5% | -1.9% | +12.5% | +10.6% |
| YTD | +54.3% | -12.1% | +66.4% | +55.7% |
| 1Y | +68.0% | -12.0% | +80.0% | +69.4% |
| 3Y | +273.0% | -25.0% | +298.0% | +282.4% |
| 5Y | -26.3% | -1.1% | -25.3% | -26.7% |
| All | -26.3% | +1.8% | -28.1% | -26.7% |
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