+119.7%
TWLO vs TPR
+18.2%
+101.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.2% |
| 7D | -2.0% | -2.7% | +0.7% | -2.3% |
| 30D | +20.6% | -23.3% | +43.8% | +18.3% |
| 3M | -1.5% | -12.8% | +11.3% | -2.1% |
| 6M | +89.4% | -21.7% | +111.2% | +89.3% |
| YTD | +63.8% | -3.9% | +67.7% | +59.9% |
| 1Y | +119.7% | +16.9% | +102.8% | +104.1% |
| All | +119.7% | +18.2% | +101.6% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling