-32.3%
TWLO vs TNA
-23.3%
-9.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | -2.4% | -7.3% | +4.9% | +0.6% |
| 30D | -7.8% | -14.2% | +6.4% | -2.0% |
| 3M | +10.0% | -4.6% | +14.6% | +11.2% |
| 6M | +79.5% | +36.9% | +42.5% | +51.6% |
| YTD | +59.8% | +42.5% | +17.3% | +30.4% |
| 1Y | +121.7% | +45.8% | +75.9% | +76.4% |
| 3Y | +240.8% | +104.7% | +136.2% | +90.7% |
| All | -32.3% | -23.3% | -9.0% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling