-32.3%
TWLO vs TKO
+291.2%
-323.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -2.4% | +2.3% | -4.7% | -3.2% |
| 30D | -7.8% | -2.5% | -5.3% | -7.4% |
| 3M | +10.0% | -10.6% | +20.6% | +13.1% |
| 6M | +79.5% | -5.1% | +84.5% | +80.5% |
| YTD | +59.8% | -8.2% | +68.1% | +61.7% |
| 1Y | +121.7% | -4.4% | +126.1% | +120.6% |
| 3Y | +240.8% | +100.4% | +140.4% | +161.5% |
| All | -32.3% | +291.2% | -323.5% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling