+419.8%
TXN vs TWLO
+312.8%
+107.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.5% | +4.1% |
| 7D | +4.0% | -2.4% | +6.4% | +4.3% |
| 30D | -2.9% | -7.8% | +5.0% | -1.8% |
| 3M | -9.1% | +10.0% | -19.1% | -11.1% |
| 6M | +36.6% | +79.5% | -42.8% | +21.6% |
| YTD | +57.5% | +59.8% | -2.4% | +42.2% |
| 1Y | +49.5% | +121.7% | -72.1% | +27.0% |
| 3Y | +76.5% | +240.8% | -164.3% | +34.3% |
| 5Y | +62.4% | -33.6% | +96.0% | +51.8% |
| All | +419.8% | +312.8% | +107.0% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 10y: compounded portfolio wealth divided by compounded TWLO 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…
10y analysis · Full analysis span regression · 6 months rolling