+246.5%
TWLO vs TECK
+64.4%
+182.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.3% | +8.0% | +3.1% |
| 7D | -3.9% | -4.2% | +0.4% | -3.1% |
| 30D | -9.7% | -0.4% | -9.3% | -9.9% |
| 3M | +11.6% | +10.1% | +1.5% | +8.1% |
| 6M | +84.7% | +26.0% | +58.7% | +71.3% |
| YTD | +62.5% | +38.0% | +24.5% | +44.0% |
| 1Y | +121.7% | +63.8% | +57.9% | +84.4% |
| All | +246.5% | +64.4% | +182.0% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling