+240.6%
TWLO vs TXT
+5.5%
+235.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.1% | +0.4% |
| 7D | +0.2% | +0.8% | -0.6% | -0.1% |
| 30D | -9.1% | -10.4% | +1.3% | -5.6% |
| 3M | +11.0% | -14.3% | +25.3% | +16.8% |
| 6M | +79.4% | -15.1% | +94.5% | +88.1% |
| YTD | +59.7% | -8.3% | +68.0% | +59.1% |
| 1Y | +112.3% | -0.7% | +113.0% | +102.4% |
| All | +240.6% | +5.5% | +235.1% | +196.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling