+275.6%
TWLO vs TT
+94.5%
+181.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | +2.8% | +3.5% | -0.7% | +1.8% |
| 30D | -22.4% | -11.0% | -11.3% | -19.8% |
| 3M | -14.2% | -12.0% | -2.2% | -11.2% |
| 6M | +10.5% | -10.4% | +20.9% | +13.6% |
| YTD | +54.3% | +9.9% | +44.4% | +45.3% |
| 1Y | +68.0% | +1.5% | +66.5% | +64.1% |
| All | +275.6% | +94.5% | +181.0% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling