+301.0%
TWLO vs TEL
+316.2%
-15.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.6% | -5.2% | -3.9% |
| 7D | -2.4% | +1.6% | -4.0% | -3.4% |
| 30D | -7.8% | -0.7% | -7.2% | -7.8% |
| 3M | +10.0% | +2.4% | +7.6% | +7.3% |
| 6M | +79.5% | +4.1% | +75.3% | +68.3% |
| YTD | +59.8% | -5.8% | +65.7% | +57.7% |
| 1Y | +121.7% | +0.9% | +120.8% | +107.7% |
| 3Y | +240.8% | +72.6% | +168.2% | +109.9% |
| 5Y | -33.6% | +57.5% | -91.1% | -55.9% |
| All | +301.0% | +316.2% | -15.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 10y: compounded portfolio wealth divided by compounded TEL 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…
10y analysis · Full analysis span regression · 6 months rolling