+633.6%
TWLO vs THC
+906.8%
-273.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.5% | +1.0% | +3.6% | +4.4% |
| 30D | -22.1% | +5.3% | -27.4% | -22.9% |
| 3M | -15.3% | +7.1% | -22.4% | -16.6% |
| 6M | +9.7% | +46.0% | -36.4% | +1.6% |
| YTD | +48.5% | +43.9% | +4.6% | +36.7% |
| 1Y | +70.3% | +45.4% | +24.9% | +56.2% |
| 3Y | +261.4% | +421.3% | -159.9% | +152.8% |
| 5Y | -30.6% | +261.5% | -292.0% | -49.5% |
| 10Y | +569.2% | +1,865.8% | -1,296.6% | +247.8% |
| All | +633.6% | +906.8% | -273.2% | +381.8% |
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 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