+247.0%
TWLO vs TLN
+583.6%
-336.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.9% | -3.7% |
| 7D | -2.0% | +7.1% | -9.1% | -3.2% |
| 30D | +20.6% | -3.9% | +24.5% | +21.2% |
| 3M | -1.5% | -16.2% | +14.6% | +0.4% |
| 6M | +89.4% | -5.8% | +95.2% | +87.1% |
| YTD | +63.8% | -15.4% | +79.2% | +63.8% |
| 1Y | +119.7% | -16.7% | +136.4% | +119.7% |
| 3Y | +256.1% | +473.8% | -217.6% | +149.8% |
| All | +247.0% | +583.6% | -336.6% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling