+119.7%
TWLO vs TW
-15.9%
+135.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.2% |
| 7D | -2.0% | -2.3% | +0.3% | -2.0% |
| 30D | +20.6% | +3.9% | +16.7% | +20.5% |
| 3M | -1.5% | +5.7% | -7.3% | -2.0% |
| 6M | +89.4% | -14.5% | +104.0% | +91.0% |
| YTD | +63.8% | -0.9% | +64.7% | +63.2% |
| 1Y | +119.7% | -13.5% | +133.2% | +89.7% |
| All | +119.7% | -15.9% | +135.6% | +89.7% |
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