+572.9%
TWLO vs TPR
+364.3%
+208.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.6% |
| 30D | -22.1% | +15.1% | -37.2% | -25.5% |
| 3M | -15.3% | +3.5% | -18.8% | -16.8% |
| 6M | +9.7% | +0.4% | +9.2% | +6.9% |
| YTD | +48.5% | +4.6% | +43.9% | +40.6% |
| 1Y | +70.3% | +33.1% | +37.2% | +48.8% |
| 3Y | +261.4% | +396.0% | -134.6% | +104.0% |
| 5Y | -30.6% | +230.3% | -260.8% | -56.9% |
| All | +572.9% | +364.3% | +208.6% | +307.7% |
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