+70.3%
TWLO vs TXT
+1.6%
+68.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.6% |
| 7D | +4.5% | +0.1% | +4.4% | +4.6% |
| 30D | -22.1% | +13.3% | -35.4% | -20.1% |
| 3M | -15.3% | -5.0% | -10.4% | -15.1% |
| 6M | +9.7% | -8.4% | +18.1% | +9.5% |
| YTD | +48.5% | -4.0% | +52.5% | +46.2% |
| 1Y | +70.3% | +2.8% | +67.5% | +55.2% |
| All | +70.3% | +1.6% | +68.7% | +55.2% |
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