+254.8%
TWLO vs TENB
+1.3%
+253.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | -1.7% | +1.9% | +1.2% |
| 30D | -9.1% | -8.3% | -0.9% | -5.1% |
| 3M | +11.0% | +26.2% | -15.2% | -6.7% |
| 6M | +79.4% | +60.2% | +19.2% | +28.3% |
| YTD | +59.7% | +43.1% | +16.6% | +21.4% |
| 1Y | +112.3% | +9.4% | +103.0% | +90.1% |
| 3Y | +247.0% | -23.9% | +270.8% | +269.7% |
| 5Y | -35.6% | -28.2% | -7.3% | -31.8% |
| All | +254.8% | +1.3% | +253.5% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling