+104.4%
TWLO vs TXG
+22.9%
+81.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.2% |
| 7D | -3.9% | +5.0% | -8.9% | -5.7% |
| 30D | -9.7% | +13.5% | -23.2% | -14.6% |
| 3M | +11.6% | +128.0% | -116.4% | -20.4% |
| 6M | +84.7% | +224.4% | -139.8% | +12.5% |
| YTD | +62.5% | +307.0% | -244.5% | -11.1% |
| 1Y | +121.7% | +427.2% | -305.5% | +6.1% |
| 3Y | +253.0% | +40.2% | +212.8% | +157.2% |
| 5Y | -32.5% | -64.0% | +31.5% | -21.2% |
| All | +104.4% | +22.9% | +81.4% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling