+65.2%
TWLO vs TT
+0.9%
+64.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +5.6% | +8.1% | -2.5% | +4.8% |
| 30D | -24.6% | -11.3% | -13.4% | -25.1% |
| 3M | -14.0% | -11.2% | -2.8% | -14.4% |
| 6M | +10.1% | -8.9% | +19.0% | +10.4% |
| YTD | +49.2% | +9.7% | +39.5% | +56.5% |
| 1Y | +65.2% | +1.3% | +64.0% | +84.3% |
| All | +65.2% | +0.9% | +64.3% | +84.3% |
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