-32.3%
TWLO vs TW
+19.5%
-51.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | -2.4% | -4.5% | +2.1% | -0.1% |
| 30D | -7.8% | -2.3% | -5.6% | -6.7% |
| 3M | +10.0% | +2.6% | +7.4% | +7.1% |
| 6M | +79.5% | -17.5% | +97.0% | +96.1% |
| YTD | +59.8% | -5.3% | +65.1% | +59.7% |
| 1Y | +121.7% | -14.8% | +136.4% | +135.1% |
| 3Y | +240.8% | +18.8% | +222.0% | +160.9% |
| All | -32.3% | +19.5% | -51.8% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling