-46.0%
TSLL vs TWLO
+60.3%
-106.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | -9.4% | -15.9% | +6.4% | -5.6% |
| 30D | +1.6% | -29.0% | +30.6% | +10.4% |
| 3M | +29.4% | +10.0% | +19.4% | +24.8% |
| 6M | -20.1% | +12.6% | -32.7% | -24.7% |
| YTD | -44.5% | +50.1% | -94.6% | -55.7% |
| 1Y | -46.0% | +64.3% | -110.3% | -60.3% |
| All | -46.0% | +60.3% | -106.3% | -60.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling