+684.6%
TWLO vs TRMB
+117.9%
+566.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.2% |
| 7D | -1.2% | -0.3% | -0.9% | -0.9% |
| 30D | -6.4% | -1.2% | -5.2% | -5.7% |
| 3M | +6.3% | +9.6% | -3.3% | -1.3% |
| 6M | +76.4% | -16.1% | +92.6% | +98.9% |
| YTD | +58.8% | -25.0% | +83.8% | +93.9% |
| 1Y | +107.1% | -27.7% | +134.8% | +158.7% |
| 3Y | +245.0% | +15.3% | +229.7% | +194.4% |
| 5Y | -36.0% | -37.4% | +1.4% | -14.8% |
| 10Y | +293.2% | +117.5% | +175.7% | +139.3% |
| All | +684.6% | +117.9% | +566.7% | +385.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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