-32.3%
TWLO vs TDY
+39.0%
-71.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.5% |
| 7D | -2.4% | -1.1% | -1.3% | -1.7% |
| 30D | -7.8% | -12.0% | +4.2% | +0.4% |
| 3M | +10.0% | -3.2% | +13.2% | +11.8% |
| 6M | +79.5% | -7.9% | +87.3% | +87.1% |
| YTD | +59.8% | +18.2% | +41.6% | +34.4% |
| 1Y | +121.7% | +6.7% | +115.0% | +102.3% |
| 3Y | +240.8% | +47.5% | +193.3% | +133.2% |
| All | -32.3% | +39.0% | -71.4% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling