+64.3%
TWLO vs TKO
+5.6%
+58.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.1% |
| 7D | -15.9% | +11.3% | -27.1% | -15.9% |
| 30D | -29.0% | +9.3% | -38.3% | -29.1% |
| 3M | +10.0% | +5.3% | +4.7% | +9.9% |
| 6M | +12.6% | +4.9% | +7.7% | +12.4% |
| YTD | +50.1% | -6.3% | +56.4% | +52.7% |
| 1Y | +64.3% | +4.9% | +59.4% | +63.2% |
| All | +64.3% | +5.6% | +58.6% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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