+301.0%
TWLO vs TD
+306.3%
-5.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -7.8% | -1.9% | -5.9% | -6.9% |
| 3M | +10.0% | +4.8% | +5.3% | +7.4% |
| 6M | +79.5% | +28.0% | +51.5% | +58.2% |
| YTD | +59.8% | +30.3% | +29.5% | +39.4% |
| 1Y | +121.7% | +59.8% | +61.9% | +74.6% |
| 3Y | +240.8% | +124.7% | +116.1% | +123.7% |
| 5Y | -33.6% | +127.0% | -160.6% | -56.0% |
| All | +301.0% | +306.3% | -5.3% | +104.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling