+709.2%
TWLO vs THC
+832.9%
-123.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -2.0% | -0.7% | -1.4% | -1.9% |
| 30D | +20.6% | +1.3% | +19.3% | +20.3% |
| 3M | -1.5% | +64.2% | -65.8% | -10.3% |
| 6M | +89.4% | +8.3% | +81.2% | +85.3% |
| YTD | +63.8% | +33.4% | +30.4% | +53.2% |
| 1Y | +119.7% | +37.7% | +82.1% | +103.3% |
| 3Y | +256.1% | +236.8% | +19.3% | +170.4% |
| 5Y | -36.6% | +249.3% | -285.8% | -53.5% |
| 10Y | +304.3% | +995.2% | -690.9% | +137.0% |
| All | +709.2% | +832.9% | -123.7% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling