+633.6%
TWLO vs TAP
-47.7%
+681.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.7% | -0.8% |
| 7D | +4.5% | +1.3% | +3.3% | +4.4% |
| 30D | -22.1% | +5.7% | -27.8% | -22.7% |
| 3M | -15.3% | -1.9% | -13.4% | -15.3% |
| 6M | +9.7% | +0.9% | +8.7% | +9.1% |
| YTD | +48.5% | -9.5% | +58.0% | +49.3% |
| 1Y | +70.3% | -9.0% | +79.3% | +71.1% |
| 3Y | +261.4% | -22.2% | +283.7% | +268.7% |
| 5Y | -30.6% | +1.2% | -31.8% | -32.3% |
| 10Y | +569.2% | -46.1% | +615.4% | +730.2% |
| All | +633.6% | -47.7% | +681.3% | +881.3% |
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