+95.2%
TWLO vs TE
-48.3%
+143.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +10.0% | -13.0% | -4.3% |
| 7D | -1.2% | +18.2% | -19.4% | -3.4% |
| 30D | -6.4% | -13.5% | +7.1% | -5.0% |
| 3M | +6.3% | -44.6% | +50.9% | +12.3% |
| 6M | +76.4% | -24.7% | +101.1% | +72.8% |
| YTD | +58.8% | -24.3% | +83.1% | +52.6% |
| 1Y | +107.1% | +155.6% | -48.5% | +56.6% |
| 3Y | +245.0% | -18.3% | +263.2% | +193.6% |
| 5Y | -36.0% | -41.3% | +5.3% | -42.5% |
| All | +95.2% | -48.3% | +143.4% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling