+214.5%
TWLO vs TLN
+710.8%
-496.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | 0.0% |
| 7D | +4.5% | +11.0% | -6.5% | +2.8% |
| 30D | -22.1% | +4.9% | -27.0% | -22.8% |
| 3M | -15.3% | +4.9% | -20.2% | -16.5% |
| 6M | +9.7% | +7.1% | +2.5% | +6.5% |
| YTD | +48.5% | +0.3% | +48.2% | +43.7% |
| 1Y | +70.3% | +5.9% | +64.4% | +62.1% |
| 3Y | +261.4% | +578.5% | -317.1% | +145.4% |
| All | +214.5% | +710.8% | -496.3% | +116.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling