+240.8%
TWLO vs TKO
+102.7%
+138.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.4% | +2.3% | -4.7% | -2.9% |
| 30D | -7.8% | -2.5% | -5.3% | -7.5% |
| 3M | +10.0% | -10.6% | +20.6% | +12.4% |
| 6M | +79.5% | -5.1% | +84.5% | +80.3% |
| YTD | +59.8% | -8.2% | +68.1% | +61.5% |
| 1Y | +121.7% | -4.4% | +126.1% | +121.1% |
| 3Y | +240.8% | +100.4% | +140.4% | +196.5% |
| All | +240.8% | +102.7% | +138.1% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling