+64.3%
TWLO vs TDY
+22.9%
+41.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.8% | +4.6% | +0.4% |
| 7D | -15.9% | -5.0% | -10.8% | -15.2% |
| 30D | -29.0% | +2.0% | -31.0% | -28.8% |
| 3M | +10.0% | -7.7% | +17.7% | +10.3% |
| 6M | +12.6% | -0.9% | +13.4% | +13.2% |
| YTD | +50.1% | +23.7% | +26.4% | +50.1% |
| 1Y | +64.3% | +23.6% | +40.6% | +64.4% |
| All | +64.3% | +22.9% | +41.4% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling