+709.2%
TWLO vs TXT
+108.6%
+600.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -2.0% | -4.8% | +2.8% | -0.3% |
| 30D | +20.6% | -10.6% | +31.2% | +25.6% |
| 3M | -1.5% | -13.2% | +11.6% | +3.2% |
| 6M | +89.4% | -20.3% | +109.8% | +103.5% |
| YTD | +63.8% | -9.3% | +73.0% | +66.3% |
| 1Y | +119.7% | -2.7% | +122.4% | +117.2% |
| 3Y | +256.1% | +1.4% | +254.8% | +242.4% |
| 5Y | -36.6% | +9.6% | -46.1% | -40.6% |
| 10Y | +304.3% | +94.9% | +209.4% | +224.9% |
| All | +709.2% | +108.6% | +600.6% | +511.7% |
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