+119.7%
TWLO vs TCOM
-42.5%
+162.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -2.0% | -9.5% | +7.5% | +0.2% |
| 30D | +20.6% | -10.7% | +31.3% | +23.6% |
| 3M | -1.5% | -14.6% | +13.1% | +2.4% |
| 6M | +89.4% | -19.3% | +108.8% | +100.3% |
| YTD | +63.8% | -42.9% | +106.7% | +92.5% |
| 1Y | +119.7% | -43.8% | +163.5% | +155.6% |
| All | +119.7% | -42.5% | +162.2% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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