+301.0%
TWLO vs TECK
+377.7%
-76.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.8% |
| 7D | -2.4% | -3.8% | +1.4% | -1.8% |
| 30D | -7.8% | +0.7% | -8.6% | -8.2% |
| 3M | +10.0% | +4.6% | +5.4% | +8.3% |
| 6M | +79.5% | +25.1% | +54.4% | +69.1% |
| YTD | +59.8% | +39.2% | +20.7% | +45.8% |
| 1Y | +121.7% | +60.3% | +61.3% | +95.6% |
| 3Y | +240.8% | +62.9% | +177.9% | +193.1% |
| 5Y | -33.6% | +181.5% | -215.1% | -50.5% |
| All | +301.0% | +377.7% | -76.7% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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