+633.6%
TWLO vs TXT
+120.8%
+512.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | -22.1% | +13.3% | -35.4% | -25.8% |
| 3M | -15.3% | -5.0% | -10.4% | -14.2% |
| 6M | +9.7% | -8.4% | +18.1% | +11.9% |
| YTD | +48.5% | -4.0% | +52.5% | +46.9% |
| 1Y | +70.3% | +2.8% | +67.5% | +64.0% |
| 3Y | +261.4% | +10.3% | +251.1% | +235.4% |
| 5Y | -30.6% | +9.2% | -39.7% | -35.7% |
| 10Y | +569.2% | +89.6% | +479.6% | +442.8% |
| All | +633.6% | +120.8% | +512.8% | +440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling