+576.0%
TWLO vs TT
+737.0%
-161.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +5.6% | +8.1% | -2.5% | +2.0% |
| 30D | -24.6% | -11.3% | -13.4% | -20.3% |
| 3M | -14.0% | -11.2% | -2.8% | -9.3% |
| 6M | +10.1% | -8.9% | +19.0% | +14.0% |
| YTD | +49.2% | +9.7% | +39.5% | +38.6% |
| 1Y | +65.2% | +1.3% | +64.0% | +59.7% |
| 3Y | +260.7% | +93.4% | +167.3% | +146.2% |
| 5Y | -30.2% | +133.5% | -163.8% | -58.5% |
| All | +576.0% | +737.0% | -161.0% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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