+318.9%
TWLO vs TEM
+53.2%
+265.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.7% | +5.3% | +1.3% |
| 7D | +0.2% | -1.1% | +1.3% | +0.4% |
| 30D | -9.1% | +11.3% | -20.4% | -11.3% |
| 3M | +11.0% | +25.5% | -14.5% | +6.1% |
| 6M | +79.4% | +17.1% | +62.2% | +72.3% |
| YTD | +59.7% | +3.8% | +55.9% | +55.4% |
| 1Y | +112.3% | -24.4% | +136.7% | +114.2% |
| All | +318.9% | +53.2% | +265.7% | +267.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling