+709.2%
TWLO vs TAP
-48.1%
+757.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -2.0% | -2.3% | +0.3% | -1.8% |
| 30D | +20.6% | -2.1% | +22.7% | +20.9% |
| 3M | -1.5% | +6.6% | -8.2% | -2.4% |
| 6M | +89.4% | -11.5% | +100.9% | +91.9% |
| YTD | +63.8% | -10.3% | +74.1% | +65.1% |
| 1Y | +119.7% | -14.4% | +134.1% | +122.8% |
| 3Y | +256.1% | -28.3% | +284.4% | +267.8% |
| 5Y | -36.6% | +1.7% | -38.3% | -38.1% |
| 10Y | +304.3% | -49.2% | +353.6% | +414.4% |
| All | +709.2% | -48.1% | +757.3% | +985.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling