+112.3%
TWLO vs TPR
+9.9%
+102.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.3% |
| 7D | +0.2% | -7.3% | +7.5% | -0.4% |
| 30D | -9.1% | -30.7% | +21.6% | -11.6% |
| 3M | +11.0% | -21.6% | +32.6% | +9.5% |
| 6M | +79.4% | -21.3% | +100.7% | +76.8% |
| YTD | +59.7% | -10.2% | +69.9% | +54.9% |
| 1Y | +112.3% | +9.5% | +102.8% | +93.6% |
| All | +112.3% | +9.9% | +102.4% | +93.6% |
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