+301.0%
TWLO vs TSEM
+1,313.0%
-1,012.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -2.4% | -4.9% | +2.4% | -1.0% |
| 30D | -7.8% | -18.7% | +10.9% | -2.3% |
| 3M | +10.0% | -18.1% | +28.2% | +12.7% |
| 6M | +79.5% | +77.1% | +2.4% | +32.6% |
| YTD | +59.8% | +80.1% | -20.3% | +14.8% |
| 1Y | +121.7% | +220.4% | -98.7% | +24.8% |
| 3Y | +240.8% | +650.1% | -409.3% | +29.5% |
| 5Y | -33.6% | +628.9% | -662.5% | -75.3% |
| All | +301.0% | +1,313.0% | -1,012.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling