-52.1%
TSLL vs TWLO
+143.4%
-195.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +9.7% |
| 7D | -14.3% | -0.5% | -13.8% | -13.5% |
| 30D | -6.2% | -28.6% | +22.5% | +10.9% |
| 3M | +21.2% | -14.4% | +35.5% | +28.8% |
| 6M | -36.6% | +2.4% | -39.0% | -41.7% |
| YTD | -47.8% | +45.3% | -93.0% | -62.0% |
| 1Y | -45.2% | +61.8% | -107.1% | -62.7% |
| 3Y | -3.3% | +269.0% | -272.3% | -59.6% |
| All | -52.1% | +143.4% | -195.6% | -77.5% |
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 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