+684.6%
TWLO vs TD
+307.2%
+377.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | -6.4% | -0.7% | -5.7% | -6.1% |
| 3M | +6.3% | +6.3% | 0.0% | +3.0% |
| 6M | +76.4% | +27.9% | +48.5% | +55.0% |
| YTD | +58.8% | +29.8% | +29.0% | +38.2% |
| 1Y | +107.1% | +63.7% | +43.4% | +60.0% |
| 3Y | +245.0% | +128.3% | +116.6% | +121.7% |
| 5Y | -36.0% | +125.5% | -161.5% | -58.0% |
| 10Y | +293.2% | +296.7% | -3.5% | +77.6% |
| All | +684.6% | +307.2% | +377.4% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling