+301.0%
TWLO vs TRU
+147.2%
+153.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.2% |
| 7D | -2.4% | -2.7% | +0.3% | -0.8% |
| 30D | -7.8% | -2.0% | -5.8% | -6.9% |
| 3M | +10.0% | +18.4% | -8.4% | -2.1% |
| 6M | +79.5% | +8.9% | +70.6% | +66.7% |
| YTD | +59.8% | -8.9% | +68.8% | +63.5% |
| 1Y | +121.7% | -15.9% | +137.5% | +135.6% |
| 3Y | +240.8% | -1.1% | +241.9% | +206.6% |
| 5Y | -33.6% | -35.2% | +1.6% | -22.9% |
| All | +301.0% | +147.2% | +153.8% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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