+240.8%
TWLO vs TSEM
+645.3%
-404.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.0% |
| 7D | -2.4% | -4.9% | +2.4% | -1.4% |
| 30D | -7.8% | -18.7% | +10.9% | -4.1% |
| 3M | +10.0% | -18.1% | +28.2% | +11.9% |
| 6M | +79.5% | +77.1% | +2.4% | +41.6% |
| YTD | +59.8% | +80.1% | -20.3% | +22.8% |
| 1Y | +121.7% | +220.4% | -98.7% | +35.1% |
| 3Y | +240.8% | +650.1% | -409.3% | +36.2% |
| All | +240.8% | +645.3% | -404.5% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling