+305.7%
TWLO vs TPR
+299.5%
+6.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.5% |
| 7D | +0.2% | -7.3% | +7.5% | +2.4% |
| 30D | -9.1% | -30.7% | +21.6% | +0.4% |
| 3M | +11.0% | -21.6% | +32.6% | +17.7% |
| 6M | +79.4% | -21.3% | +100.7% | +87.5% |
| YTD | +59.7% | -10.2% | +69.9% | +59.0% |
| 1Y | +112.3% | +9.5% | +102.8% | +97.0% |
| 3Y | +247.0% | +280.8% | -33.8% | +112.5% |
| 5Y | -35.6% | +218.7% | -254.3% | -59.1% |
| 10Y | +305.7% | +306.7% | -1.0% | +141.1% |
| All | +305.7% | +299.5% | +6.2% | +141.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling