+119.7%
TWLO vs TXT
-1.0%
+120.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -2.0% | -4.8% | +2.8% | -1.9% |
| 30D | +20.6% | -10.6% | +31.2% | +20.8% |
| 3M | -1.5% | -13.2% | +11.6% | -1.3% |
| 6M | +89.4% | -20.3% | +109.8% | +90.8% |
| YTD | +63.8% | -9.3% | +73.0% | +55.6% |
| 1Y | +119.7% | -2.7% | +122.4% | +95.3% |
| All | +119.7% | -1.0% | +120.7% | +95.3% |
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