+307.6%
TWLO vs TXT
+103.1%
+204.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | -3.9% | -0.2% | -3.7% | -3.8% |
| 30D | -9.7% | -10.2% | +0.5% | -6.3% |
| 3M | +11.6% | -13.3% | +24.9% | +17.0% |
| 6M | +84.7% | -14.4% | +99.0% | +93.0% |
| YTD | +62.5% | -9.1% | +71.6% | +64.8% |
| 1Y | +121.7% | -2.2% | +123.9% | +118.7% |
| 3Y | +253.0% | +5.1% | +247.9% | +235.4% |
| 5Y | -32.5% | +12.8% | -45.3% | -37.2% |
| All | +307.6% | +103.1% | +204.6% | +272.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling