-32.3%
TWLO vs TCOM
+29.4%
-61.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.9% |
| 7D | -2.4% | -4.9% | +2.5% | -0.8% |
| 30D | -7.8% | -14.4% | +6.6% | -3.2% |
| 3M | +10.0% | -17.7% | +27.7% | +16.4% |
| 6M | +79.5% | -25.1% | +104.6% | +96.0% |
| YTD | +59.8% | -45.7% | +105.6% | +93.8% |
| 1Y | +121.7% | -47.9% | +169.5% | +172.2% |
| 3Y | +240.8% | +8.9% | +231.9% | +205.3% |
| All | -32.3% | +29.4% | -61.7% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling