-56.8%
TSLL vs TWLO
+138.0%
-194.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.5% | +8.1% | +8.4% |
| 7D | -21.2% | -1.5% | -19.7% | -20.1% |
| 30D | -13.3% | -26.0% | +12.7% | +0.5% |
| 3M | +15.4% | +4.6% | +10.8% | +8.9% |
| 6M | -34.2% | +5.5% | -39.8% | -40.6% |
| YTD | -52.9% | +42.0% | -94.9% | -65.4% |
| 1Y | -54.3% | +58.5% | -112.8% | -68.6% |
| 3Y | -18.4% | +279.7% | -298.0% | -66.5% |
| All | -56.8% | +138.0% | -194.8% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling