+689.7%
TWLO vs TDY
+503.1%
+186.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -2.3% |
| 7D | -2.4% | -1.1% | -1.3% | -1.8% |
| 30D | -7.8% | -12.0% | +4.2% | -0.8% |
| 3M | +10.0% | -3.2% | +13.2% | +11.6% |
| 6M | +79.5% | -7.9% | +87.3% | +86.0% |
| YTD | +59.8% | +18.2% | +41.6% | +40.3% |
| 1Y | +121.7% | +6.7% | +115.0% | +107.1% |
| 3Y | +240.8% | +47.5% | +193.3% | +159.2% |
| 5Y | -33.6% | +39.5% | -73.1% | -47.5% |
| 10Y | +306.0% | +477.2% | -171.2% | +31.8% |
| All | +689.7% | +503.1% | +186.6% | +147.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling