-33.3%
TSLL vs TWLO
+259.3%
-292.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.1% | -8.7% | -10.2% |
| 7D | +1.9% | -2.0% | +3.9% | +3.4% |
| 30D | +17.8% | +20.6% | -2.8% | +5.2% |
| 3M | -37.0% | -1.5% | -35.5% | -37.5% |
| 6M | -37.7% | +89.4% | -127.1% | -61.1% |
| YTD | -51.4% | +63.8% | -115.2% | -67.1% |
| 1Y | -23.4% | +119.7% | -143.1% | -58.2% |
| All | -33.3% | +259.3% | -292.5% | -71.6% |
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