+689.1%
TWLO vs TEL
+291.3%
+397.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.7% |
| 7D | +0.2% | +1.2% | -1.0% | -0.5% |
| 30D | -9.1% | -4.1% | -5.0% | -6.9% |
| 3M | +11.0% | -2.6% | +13.6% | +11.7% |
| 6M | +79.4% | 0.0% | +79.4% | +72.7% |
| YTD | +59.7% | -9.1% | +68.8% | +61.2% |
| 1Y | +112.3% | -0.8% | +113.2% | +100.8% |
| 3Y | +247.0% | +67.4% | +179.6% | +117.2% |
| 5Y | -35.6% | +51.8% | -87.3% | -56.3% |
| 10Y | +305.7% | +299.4% | +6.3% | +26.3% |
| All | +689.1% | +291.3% | +397.8% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling