+684.6%
TWLO vs TECK
+544.5%
+140.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.2% | -7.2% | -3.9% |
| 7D | -1.2% | +7.8% | -9.0% | -2.7% |
| 30D | -6.4% | +8.3% | -14.7% | -8.0% |
| 3M | +6.3% | +16.1% | -9.8% | +2.4% |
| 6M | +76.4% | +42.9% | +33.6% | +61.6% |
| YTD | +58.8% | +50.8% | +8.1% | +42.4% |
| 1Y | +107.1% | +106.1% | +1.0% | +72.4% |
| 3Y | +245.0% | +84.0% | +160.9% | +188.9% |
| 5Y | -36.0% | +223.5% | -259.4% | -53.9% |
| 10Y | +293.2% | +378.1% | -84.9% | +138.9% |
| All | +684.6% | +544.5% | +140.1% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling