+301.0%
TWLO vs TDG
+547.7%
-246.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -2.2% |
| 7D | -2.4% | -1.9% | -0.5% | -1.6% |
| 30D | -7.8% | -7.7% | -0.1% | -4.6% |
| 3M | +10.0% | -9.3% | +19.4% | +14.1% |
| 6M | +79.5% | -9.4% | +88.8% | +84.2% |
| YTD | +59.8% | -14.3% | +74.1% | +67.8% |
| 1Y | +121.7% | -11.8% | +133.5% | +128.8% |
| 3Y | +240.8% | +52.0% | +188.8% | +167.9% |
| 5Y | -33.6% | +128.8% | -162.4% | -56.6% |
| All | +301.0% | +547.7% | -246.7% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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