+121.7%
TWLO vs THC
+33.0%
+88.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.6% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | -9.7% | +1.5% | -11.2% | -9.6% |
| 3M | +11.6% | +59.9% | -48.3% | +17.6% |
| 6M | +84.7% | +11.0% | +73.7% | +83.8% |
| YTD | +62.5% | +32.6% | +29.9% | +69.4% |
| 1Y | +121.7% | +37.4% | +84.3% | +132.7% |
| All | +121.7% | +33.0% | +88.7% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling