-26.3%
TWLO vs TT
+137.2%
-163.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | +2.8% | +3.5% | -0.7% | +1.0% |
| 30D | -22.4% | -11.0% | -11.3% | -17.4% |
| 3M | -14.2% | -12.0% | -2.2% | -8.5% |
| 6M | +10.5% | -10.4% | +20.9% | +16.0% |
| YTD | +54.3% | +9.9% | +44.4% | +39.8% |
| 1Y | +68.0% | +1.5% | +66.5% | +60.2% |
| 3Y | +273.0% | +93.7% | +179.3% | +110.1% |
| 5Y | -26.3% | +139.2% | -165.6% | -72.8% |
| All | -26.3% | +137.2% | -163.5% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling