+121.7%
TWLO vs TLN
-23.2%
+144.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.3% | +1.9% |
| 7D | -3.9% | +2.0% | -5.9% | -4.0% |
| 30D | -9.7% | -12.9% | +3.3% | -9.0% |
| 3M | +11.6% | -7.4% | +19.1% | +11.0% |
| 6M | +84.7% | -6.0% | +90.7% | +82.0% |
| YTD | +62.5% | -16.9% | +79.4% | +61.5% |
| 1Y | +121.7% | -22.6% | +144.3% | +131.9% |
| All | +121.7% | -23.2% | +144.9% | +131.9% |
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