+64.3%
TWLO vs TW
+20.8%
+43.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -15.9% | +6.0% | -21.9% | -15.9% |
| 30D | -29.0% | +18.6% | -47.6% | -29.4% |
| 3M | +10.0% | +26.5% | -16.5% | +9.1% |
| 6M | +12.6% | +13.1% | -0.6% | +11.9% |
| YTD | +50.1% | +18.5% | +31.6% | +47.2% |
| 1Y | +64.3% | +21.7% | +42.6% | +61.0% |
| All | +64.3% | +20.8% | +43.5% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 1y: compounded portfolio wealth divided by compounded TW 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…
1y analysis · Full analysis span regression · 6 months rolling