+64.3%
TWLO vs TEM
-11.1%
+75.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | +0.7% |
| 7D | -15.9% | -1.3% | -14.6% | -15.4% |
| 30D | -29.0% | -9.5% | -19.5% | -27.2% |
| 3M | +10.0% | +60.7% | -50.7% | -6.1% |
| 6M | +12.6% | +35.5% | -22.9% | -0.2% |
| YTD | +50.1% | +28.0% | +22.1% | +31.3% |
| 1Y | +64.3% | -10.5% | +74.8% | +58.2% |
| All | +64.3% | -11.1% | +75.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling