+307.6%
TWLO vs TT
+954.8%
-647.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.2% |
| 7D | -3.9% | -1.0% | -2.9% | -3.5% |
| 30D | -9.7% | -8.9% | -0.8% | -5.9% |
| 3M | +11.6% | -1.8% | +13.4% | +12.0% |
| 6M | +84.7% | +1.9% | +82.8% | +80.0% |
| YTD | +62.5% | +13.8% | +48.7% | +48.4% |
| 1Y | +121.7% | +6.1% | +115.6% | +109.4% |
| 3Y | +253.0% | +119.6% | +133.4% | +125.1% |
| 5Y | -32.5% | +145.9% | -178.3% | -60.8% |
| All | +307.6% | +954.8% | -647.1% | +1.2% |
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