+101.0%
TWLO vs TXG
+27.0%
+74.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.3% | -5.0% | -2.9% |
| 7D | -2.4% | +9.5% | -11.9% | -5.8% |
| 30D | -7.8% | +18.8% | -26.6% | -14.3% |
| 3M | +10.0% | +136.1% | -126.1% | -22.5% |
| 6M | +79.5% | +235.2% | -155.8% | +7.9% |
| YTD | +59.8% | +320.5% | -260.7% | -13.6% |
| 1Y | +121.7% | +425.2% | -303.5% | +6.4% |
| 3Y | +240.8% | +42.9% | +197.9% | +146.8% |
| 5Y | -33.6% | -62.8% | +29.2% | -23.4% |
| All | +101.0% | +27.0% | +74.0% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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