-36.0%
TWLO vs THC
+248.0%
-283.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.5% |
| 7D | -1.2% | -2.6% | +1.3% | -0.5% |
| 30D | -6.4% | -1.2% | -5.2% | -6.2% |
| 3M | +6.3% | +58.9% | -52.6% | -6.2% |
| 6M | +76.4% | +9.3% | +67.1% | +71.0% |
| YTD | +58.8% | +30.4% | +28.4% | +45.0% |
| 1Y | +107.1% | +34.6% | +72.5% | +85.7% |
| 3Y | +245.0% | +246.7% | -1.7% | +108.2% |
| 5Y | -36.0% | +244.5% | -280.5% | -62.8% |
| All | -36.0% | +248.0% | -283.9% | -62.8% |
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