+580.0%
TWLO vs TPR
+386.9%
+193.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +0.2% | +12.1% | -11.9% | -3.2% |
| 30D | -26.0% | +16.7% | -42.7% | -29.5% |
| 3M | -14.3% | -17.4% | +3.0% | -10.6% |
| 6M | +6.2% | +2.3% | +3.9% | +3.1% |
| YTD | +50.6% | +7.1% | +43.5% | +41.7% |
| 1Y | +64.0% | +29.5% | +34.5% | +44.7% |
| 3Y | +264.1% | +415.0% | -151.0% | +103.3% |
| 5Y | -27.9% | +261.5% | -289.4% | -56.2% |
| 10Y | +580.0% | +383.3% | +196.7% | +311.8% |
| All | +580.0% | +386.9% | +193.1% | +311.8% |
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