+709.2%
TWLO vs TT
+921.6%
-212.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.5% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +20.6% | -7.2% | +27.7% | +24.7% |
| 3M | -1.5% | -3.0% | +1.4% | -0.8% |
| 6M | +89.4% | +1.4% | +88.1% | +85.0% |
| YTD | +63.8% | +15.9% | +47.9% | +48.3% |
| 1Y | +119.7% | +9.4% | +110.3% | +104.4% |
| 3Y | +256.1% | +124.4% | +131.8% | +123.8% |
| 5Y | -36.6% | +138.0% | -174.6% | -62.9% |
| 10Y | +304.3% | +886.4% | -582.0% | +2.5% |
| All | +709.2% | +921.6% | -212.3% | +96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling