+301.0%
TWLO vs TTMI
+1,127.6%
-826.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.4% | -5.0% | -2.4% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -7.8% | -8.4% | +0.6% | -6.4% |
| 3M | +10.0% | -32.5% | +42.5% | +18.0% |
| 6M | +79.5% | +32.5% | +47.0% | +54.0% |
| YTD | +59.8% | +83.2% | -23.4% | +19.9% |
| 1Y | +121.7% | +161.7% | -40.0% | +45.1% |
| 3Y | +240.8% | +890.1% | -649.3% | +36.9% |
| 5Y | -33.6% | +832.4% | -866.0% | -73.6% |
| All | +301.0% | +1,127.6% | -826.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling