+689.7%
TWLO vs TNA
+108.8%
+580.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | -2.4% | -7.3% | +4.9% | +0.2% |
| 30D | -7.8% | -14.2% | +6.4% | -2.8% |
| 3M | +10.0% | -4.6% | +14.6% | +11.1% |
| 6M | +79.5% | +36.9% | +42.5% | +55.6% |
| YTD | +59.8% | +42.5% | +17.3% | +34.6% |
| 1Y | +121.7% | +45.8% | +75.9% | +83.2% |
| 3Y | +240.8% | +104.7% | +136.2% | +118.2% |
| 5Y | -33.6% | -21.7% | -11.9% | -44.0% |
| 10Y | +306.0% | +83.8% | +222.2% | +95.3% |
| All | +689.7% | +108.8% | +580.9% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling