+65.2%
TWLO vs TPR
+29.9%
+35.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.4% |
| 7D | +5.6% | -1.1% | +6.7% | +5.4% |
| 30D | -24.6% | +15.1% | -39.7% | -22.5% |
| 3M | -14.0% | -13.4% | -0.5% | -15.1% |
| 6M | +10.1% | +1.4% | +8.7% | +11.8% |
| YTD | +49.2% | +4.8% | +44.4% | +52.2% |
| 1Y | +65.2% | +29.2% | +36.0% | +71.0% |
| All | +65.2% | +29.9% | +35.3% | +71.0% |
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