+263.1%
TWLO vs THC
+425.2%
-162.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -3.1% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | -24.6% | +7.5% | -32.1% | -25.1% |
| 3M | -14.0% | +7.5% | -21.5% | -14.5% |
| 6M | +10.1% | +46.4% | -36.4% | +6.4% |
| YTD | +49.2% | +44.4% | +4.8% | +43.4% |
| 1Y | +65.2% | +43.4% | +21.8% | +58.8% |
| All | +263.1% | +425.2% | -162.1% | +139.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling