-30.2%
TWLO vs THC
+258.8%
-289.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.8% |
| 7D | +5.6% | +0.1% | +5.5% | +5.6% |
| 30D | -24.6% | +7.5% | -32.1% | -26.1% |
| 3M | -14.0% | +7.5% | -21.5% | -15.8% |
| 6M | +10.1% | +46.4% | -36.4% | -1.4% |
| YTD | +49.2% | +44.4% | +4.8% | +32.0% |
| 1Y | +65.2% | +43.4% | +21.8% | +46.1% |
| 3Y | +260.7% | +433.3% | -172.6% | +82.3% |
| 5Y | -30.2% | +262.5% | -292.7% | -60.9% |
| All | -30.2% | +258.8% | -289.0% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling