-23.4%
TSLL vs TWLO
+123.2%
-146.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.1% | -8.7% | -10.8% |
| 7D | +1.9% | -2.0% | +3.9% | +2.8% |
| 30D | +17.8% | +20.6% | -2.8% | +10.7% |
| 3M | -37.0% | -1.5% | -35.5% | -37.1% |
| 6M | -37.7% | +89.4% | -127.1% | -55.0% |
| YTD | -51.4% | +63.8% | -115.2% | -62.5% |
| 1Y | -23.4% | +119.7% | -143.1% | -49.5% |
| All | -23.4% | +123.2% | -146.6% | -49.5% |
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