-35.0%
TWLO vs TPR
+255.4%
-290.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -1.5% | +14.2% | -15.7% | -6.9% |
| 30D | -26.0% | +17.1% | -43.1% | -31.0% |
| 3M | +4.6% | -17.7% | +22.3% | +11.5% |
| 6M | +5.5% | -10.2% | +15.7% | +6.1% |
| YTD | +42.0% | +4.9% | +37.1% | +29.4% |
| 1Y | +58.5% | +36.1% | +22.3% | +24.9% |
| 3Y | +279.7% | +416.5% | -136.8% | +27.6% |
| All | -35.0% | +255.4% | -290.3% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling