+238.3%
TWLO vs TLN
+589.3%
-351.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +0.9% |
| 7D | +0.2% | +5.8% | -5.6% | -0.8% |
| 30D | -9.1% | -6.9% | -2.3% | -8.3% |
| 3M | +11.0% | -10.9% | +21.9% | +11.9% |
| 6M | +79.4% | -4.6% | +84.0% | +76.8% |
| YTD | +59.7% | -14.7% | +74.4% | +59.4% |
| 1Y | +112.3% | -17.9% | +130.2% | +113.1% |
| 3Y | +247.0% | +483.9% | -236.9% | +142.9% |
| All | +238.3% | +589.3% | -351.0% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling