+96.4%
TWLO vs TE
-52.9%
+149.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -7.8% | -5.9% | -1.9% | -7.4% |
| 3M | +10.0% | -45.6% | +55.6% | +16.6% |
| 6M | +79.5% | -43.4% | +122.8% | +83.0% |
| YTD | +59.8% | -31.0% | +90.8% | +55.3% |
| 1Y | +121.7% | +145.2% | -23.5% | +68.1% |
| 3Y | +240.8% | -24.1% | +264.9% | +191.6% |
| 5Y | -33.6% | -48.1% | +14.5% | -39.5% |
| All | +96.4% | -52.9% | +149.3% | +91.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling