+633.6%
TWLO vs TT
+853.3%
-219.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | +0.2% |
| 7D | +4.5% | +4.0% | +0.5% | +2.7% |
| 30D | -22.1% | -11.3% | -10.8% | -17.6% |
| 3M | -15.3% | -12.3% | -3.0% | -10.1% |
| 6M | +9.7% | -10.8% | +20.5% | +14.7% |
| YTD | +48.5% | +8.2% | +40.3% | +38.8% |
| 1Y | +70.3% | +1.5% | +68.9% | +64.2% |
| 3Y | +261.4% | +91.5% | +169.9% | +146.9% |
| 5Y | -30.6% | +130.2% | -160.8% | -58.5% |
| 10Y | +569.2% | +727.9% | -158.7% | +87.2% |
| All | +633.6% | +853.3% | -219.7% | +84.0% |
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