+64.3%
TWLO vs TE
-16.5%
+80.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | -15.9% | +3.8% | -19.7% | -16.0% |
| 30D | -29.0% | -26.2% | -2.8% | -27.8% |
| 3M | +10.0% | -49.7% | +59.7% | +14.1% |
| 6M | +12.6% | -46.5% | +59.0% | +13.7% |
| YTD | +50.1% | -59.1% | +109.2% | +52.9% |
| 1Y | +64.3% | -25.8% | +90.1% | +53.0% |
| All | +64.3% | -16.5% | +80.8% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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