-34.2%
TSLL vs TWLO
+2.8%
-37.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.5% |
| 7D | -21.2% | -1.5% | -19.7% | -20.6% |
| 30D | -13.3% | -26.0% | +12.7% | -8.8% |
| 3M | +15.4% | +4.6% | +10.8% | +17.8% |
| 6M | -34.2% | +5.5% | -39.8% | -29.7% |
| All | -34.2% | +2.8% | -37.0% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling