+255.1%
TWLO vs TENB
-9.4%
+264.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.0% | +4.4% | +1.9% |
| 7D | -2.4% | -12.1% | +9.7% | +5.0% |
| 30D | -7.8% | -18.6% | +10.8% | +3.0% |
| 3M | +10.0% | +12.1% | -2.0% | -1.1% |
| 6M | +79.5% | +46.8% | +32.7% | +34.7% |
| YTD | +59.8% | +28.0% | +31.9% | +29.4% |
| 1Y | +121.7% | -1.4% | +123.1% | +110.3% |
| 3Y | +240.8% | -33.9% | +274.7% | +294.1% |
| 5Y | -33.6% | -34.6% | +1.0% | -26.0% |
| All | +255.1% | -9.4% | +264.5% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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