-32.3%
TWLO vs TRI
-10.0%
-22.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.5% |
| 7D | -2.4% | -7.9% | +5.5% | +1.8% |
| 30D | -7.8% | -4.5% | -3.3% | -5.9% |
| 3M | +10.0% | +22.1% | -12.1% | -4.6% |
| 6M | +79.5% | -2.8% | +82.2% | +76.6% |
| YTD | +59.8% | -23.4% | +83.2% | +81.7% |
| 1Y | +121.7% | -41.5% | +163.2% | +201.2% |
| 3Y | +240.8% | -19.2% | +260.0% | +218.0% |
| All | -32.3% | -10.0% | -22.3% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling