-6.4%
TSLL vs TWLO
+261.1%
-267.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | +17.8% | +4.5% | +13.3% | +15.2% |
| 30D | +8.2% | -22.1% | +30.3% | +22.0% |
| 3M | +20.9% | -15.3% | +36.2% | +28.8% |
| 6M | -37.5% | +9.7% | -47.2% | -44.8% |
| YTD | -44.5% | +48.5% | -93.0% | -61.0% |
| 1Y | -33.0% | +70.3% | -103.3% | -57.3% |
| 3Y | -6.4% | +261.4% | -267.8% | -68.4% |
| All | -6.4% | +261.1% | -267.5% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling