-32.3%
TWLO vs TECK
+180.1%
-212.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +68.7% |
| YTD | +59.8% | +39.2% | +20.7% | +45.0% |
| 1Y | +121.7% | +60.3% | +61.3% | +93.5% |
| 3Y | +240.8% | +62.9% | +177.9% | +187.4% |
| All | -32.3% | +180.1% | -212.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling