+64.3%
TWLO vs TXT
+9.2%
+55.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | -0.3% |
| 7D | -15.9% | +10.6% | -26.5% | -14.1% |
| 30D | -29.0% | +14.4% | -43.4% | -27.2% |
| 3M | +10.0% | -2.7% | +12.8% | +10.5% |
| 6M | +12.6% | -4.7% | +17.2% | +13.1% |
| YTD | +50.1% | -0.5% | +50.6% | +47.3% |
| 1Y | +64.3% | +8.7% | +55.5% | +45.4% |
| All | +64.3% | +9.2% | +55.1% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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