+64.0%
TWLO vs TPR
+31.0%
+33.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.6% |
| 7D | +0.2% | +12.1% | -11.9% | +2.5% |
| 30D | -26.0% | +16.7% | -42.7% | -23.6% |
| 3M | -14.3% | -17.4% | +3.0% | -16.3% |
| 6M | +6.2% | +2.3% | +3.9% | +8.2% |
| YTD | +50.6% | +7.1% | +43.5% | +54.3% |
| 1Y | +64.0% | +29.5% | +34.5% | +68.8% |
| All | +64.0% | +31.0% | +33.0% | +68.8% |
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 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