+64.3%
TWLO vs TLN
-17.6%
+81.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.5% | +8.4% | 0.0% |
| 7D | -15.9% | -6.0% | -9.8% | -15.8% |
| 30D | -29.0% | -1.5% | -27.5% | -28.8% |
| 3M | +10.0% | -3.9% | +13.9% | +10.4% |
| 6M | +12.6% | -15.0% | +27.6% | +13.2% |
| YTD | +50.1% | -12.8% | +62.9% | +49.3% |
| 1Y | +64.3% | -17.3% | +81.6% | +64.5% |
| All | +64.3% | -17.6% | +81.9% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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