+121.7%
TWLO vs TXT
-1.4%
+123.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.7% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -9.7% | -10.2% | +0.5% | -9.6% |
| 3M | +11.6% | -13.3% | +24.9% | +11.7% |
| 6M | +84.7% | -14.4% | +99.0% | +84.0% |
| YTD | +62.5% | -9.1% | +71.6% | +54.1% |
| 1Y | +121.7% | -2.2% | +123.9% | +92.5% |
| All | +121.7% | -1.4% | +123.1% | +92.5% |
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