+440.3%
TXN vs TWLO
+863.4%
-423.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | +2.0% | -3.9% | +5.9% | +2.5% |
| 30D | -8.0% | -9.7% | +1.7% | -6.7% |
| 3M | -7.8% | +11.6% | -19.4% | -9.9% |
| 6M | +32.4% | +84.7% | -52.3% | +17.9% |
| YTD | +51.7% | +62.5% | -10.8% | +37.1% |
| 1Y | +44.3% | +121.7% | -77.4% | +23.3% |
| 3Y | +71.3% | +253.0% | -181.7% | +31.0% |
| 5Y | +56.4% | -32.5% | +88.9% | +45.7% |
| 10Y | +410.2% | +312.7% | +97.5% | +230.2% |
| All | +440.3% | +863.4% | -423.2% | +232.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling