+301.0%
TWLO vs TKO
+989.7%
-688.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -2.4% | +2.3% | -4.7% | -3.3% |
| 30D | -7.8% | -2.5% | -5.3% | -7.4% |
| 3M | +10.0% | -10.6% | +20.6% | +13.4% |
| 6M | +79.5% | -5.1% | +84.5% | +80.6% |
| YTD | +59.8% | -8.2% | +68.1% | +61.8% |
| 1Y | +121.7% | -4.4% | +126.1% | +120.5% |
| 3Y | +240.8% | +100.4% | +140.4% | +153.9% |
| 5Y | -33.6% | +294.3% | -327.9% | -63.0% |
| All | +301.0% | +989.7% | -688.7% | +69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling