+246.5%
TWLO vs TD
+125.8%
+120.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | -3.9% | -2.6% | -1.3% | -3.0% |
| 30D | -9.7% | -1.0% | -8.7% | -9.4% |
| 3M | +11.6% | +5.6% | +6.0% | +9.4% |
| 6M | +84.7% | +27.1% | +57.6% | +67.0% |
| YTD | +62.5% | +29.4% | +33.1% | +45.7% |
| 1Y | +121.7% | +60.7% | +61.0% | +81.1% |
| All | +246.5% | +125.8% | +120.7% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling