-55.4%
TSLL vs TWLO
+174.5%
-229.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.1% | -8.7% | -10.2% |
| 7D | +1.9% | -2.0% | +3.9% | +3.3% |
| 30D | +17.8% | +20.6% | -2.8% | +5.5% |
| 3M | -37.0% | -1.5% | -35.5% | -37.6% |
| 6M | -37.7% | +89.4% | -127.1% | -59.5% |
| YTD | -51.4% | +63.8% | -115.2% | -66.1% |
| 1Y | -23.4% | +119.7% | -143.1% | -55.4% |
| 3Y | -30.8% | +256.1% | -286.9% | -70.0% |
| All | -55.4% | +174.5% | -229.9% | -79.9% |
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