+637.1%
TWLO vs TXT
+122.5%
+514.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.6% |
| 7D | +5.6% | -1.1% | +6.7% | +6.0% |
| 30D | -24.6% | +13.3% | -37.9% | -28.2% |
| 3M | -14.0% | -5.1% | -8.8% | -12.8% |
| 6M | +10.1% | -7.1% | +17.2% | +11.8% |
| YTD | +49.2% | -3.2% | +52.4% | +47.2% |
| 1Y | +65.2% | +2.3% | +62.9% | +59.5% |
| 3Y | +260.7% | +11.1% | +249.6% | +233.8% |
| 5Y | -30.2% | +10.0% | -40.2% | -35.5% |
| 10Y | +572.4% | +91.1% | +481.3% | +443.9% |
| All | +637.1% | +122.5% | +514.6% | +441.5% |
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 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