+689.1%
TWLO vs TCOM
-2.8%
+691.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.7% |
| 7D | +0.2% | -10.2% | +10.4% | +3.8% |
| 30D | -9.1% | -16.8% | +7.7% | -3.6% |
| 3M | +11.0% | -16.7% | +27.7% | +17.0% |
| 6M | +79.4% | -27.1% | +106.4% | +97.9% |
| YTD | +59.7% | -45.5% | +105.2% | +93.5% |
| 1Y | +112.3% | -45.9% | +158.2% | +157.4% |
| 3Y | +247.0% | +9.8% | +237.2% | +211.5% |
| 5Y | -35.6% | +23.8% | -59.4% | -49.1% |
| 10Y | +305.7% | -10.8% | +316.5% | +219.9% |
| All | +689.1% | -2.8% | +691.9% | +447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling