+245.0%
TWLO vs TPR
+292.6%
-47.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.2% |
| 7D | -1.2% | -3.4% | +2.2% | -0.4% |
| 30D | -6.4% | -27.3% | +20.9% | +0.4% |
| 3M | +6.3% | -16.2% | +22.5% | +9.4% |
| 6M | +76.4% | -17.9% | +94.3% | +80.1% |
| YTD | +58.8% | -7.1% | +65.9% | +53.9% |
| 1Y | +107.1% | +13.6% | +93.5% | +83.9% |
| 3Y | +245.0% | +293.7% | -48.8% | +84.5% |
| All | +245.0% | +292.6% | -47.7% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling