+240.8%
TWLO vs TCOM
+8.0%
+232.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -2.4% | -4.9% | +2.5% | -1.2% |
| 30D | -7.8% | -14.4% | +6.6% | -4.4% |
| 3M | +10.0% | -17.7% | +27.7% | +14.8% |
| 6M | +79.5% | -25.1% | +104.6% | +92.1% |
| YTD | +59.8% | -45.7% | +105.6% | +85.5% |
| 1Y | +121.7% | -47.9% | +169.5% | +159.8% |
| 3Y | +240.8% | +8.9% | +231.9% | +267.9% |
| All | +240.8% | +8.0% | +232.8% | +267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling