+245.0%
TWLO vs TLN
+494.5%
-249.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.8% | -5.8% | -3.5% |
| 7D | -1.2% | +10.9% | -12.1% | -3.0% |
| 30D | -6.4% | -6.3% | -0.1% | -5.6% |
| 3M | +6.3% | -10.7% | +17.0% | +7.2% |
| 6M | +76.4% | +1.6% | +74.8% | +71.7% |
| YTD | +58.8% | -13.1% | +71.9% | +58.0% |
| 1Y | +107.1% | -15.1% | +122.1% | +106.5% |
| 3Y | +245.0% | +495.0% | -250.0% | +126.5% |
| All | +245.0% | +494.5% | -249.5% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling