+301.0%
TWLO vs TRI
+196.2%
+104.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.6% |
| 7D | -2.4% | -7.9% | +5.5% | +2.1% |
| 30D | -7.8% | -4.5% | -3.3% | -5.8% |
| 3M | +10.0% | +22.1% | -12.1% | -5.4% |
| 6M | +79.5% | -2.8% | +82.2% | +75.9% |
| YTD | +59.8% | -23.4% | +83.2% | +80.6% |
| 1Y | +121.7% | -41.5% | +163.2% | +197.4% |
| 3Y | +240.8% | -19.2% | +260.0% | +245.9% |
| 5Y | -33.6% | -9.4% | -24.2% | -39.1% |
| All | +301.0% | +196.2% | +104.8% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling