+112.3%
TWLO vs TT
+8.2%
+104.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +0.2% | +1.4% | -1.2% | +0.2% |
| 30D | -9.1% | -6.7% | -2.5% | -9.3% |
| 3M | +11.0% | -5.4% | +16.4% | +11.0% |
| 6M | +79.4% | +4.4% | +75.0% | +78.3% |
| YTD | +59.7% | +14.9% | +44.8% | +57.9% |
| 1Y | +112.3% | +9.3% | +103.1% | +122.5% |
| All | +112.3% | +8.2% | +104.1% | +122.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling