+637.1%
TWLO vs TPR
+331.3%
+305.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +5.6% | -1.1% | +6.7% | +5.9% |
| 30D | -24.6% | +15.1% | -39.7% | -28.0% |
| 3M | -14.0% | -13.4% | -0.5% | -11.4% |
| 6M | +10.1% | +1.4% | +8.7% | +7.0% |
| YTD | +49.2% | +4.8% | +44.4% | +41.2% |
| 1Y | +65.2% | +29.2% | +36.0% | +45.6% |
| 3Y | +260.7% | +403.7% | -143.0% | +101.2% |
| 5Y | -30.2% | +230.8% | -261.1% | -56.9% |
| 10Y | +572.4% | +369.2% | +203.2% | +277.1% |
| All | +637.1% | +331.3% | +305.8% | +333.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling