+119.7%
TWLO vs TNA
+70.0%
+49.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.3% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | +20.6% | -4.9% | +25.5% | +22.0% |
| 3M | -1.5% | +0.4% | -1.9% | -2.0% |
| 6M | +89.4% | +32.5% | +56.9% | +73.1% |
| YTD | +63.8% | +53.7% | +10.1% | +40.4% |
| 1Y | +119.7% | +65.1% | +54.6% | +80.9% |
| All | +119.7% | +70.0% | +49.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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