+689.1%
TWLO vs TRU
+140.9%
+548.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.0% |
| 7D | +0.2% | -6.5% | +6.7% | +4.3% |
| 30D | -9.1% | -2.5% | -6.7% | -8.0% |
| 3M | +11.0% | +10.4% | +0.6% | +2.9% |
| 6M | +79.4% | +1.6% | +77.7% | +73.5% |
| YTD | +59.7% | -9.7% | +69.4% | +64.3% |
| 1Y | +112.3% | -17.3% | +129.6% | +127.7% |
| 3Y | +247.0% | -1.8% | +248.8% | +213.0% |
| 5Y | -35.6% | -36.2% | +0.7% | -24.2% |
| 10Y | +305.7% | +143.2% | +162.5% | +121.9% |
| All | +689.1% | +140.9% | +548.2% | +326.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling