+709.2%
TWLO vs TPR
+297.2%
+412.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | -2.3% | +0.3% | -1.3% |
| 30D | +20.6% | -23.0% | +43.5% | +29.2% |
| 3M | -1.5% | -12.5% | +10.9% | +1.0% |
| 6M | +89.4% | -21.4% | +110.9% | +98.3% |
| YTD | +63.8% | -3.5% | +67.3% | +59.7% |
| 1Y | +119.7% | +17.4% | +102.4% | +99.7% |
| 3Y | +256.1% | +291.3% | -35.1% | +115.9% |
| 5Y | -36.6% | +241.9% | -278.5% | -60.7% |
| 10Y | +304.3% | +322.7% | -18.3% | +137.9% |
| All | +709.2% | +297.2% | +412.1% | +390.9% |
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