+684.6%
TWLO vs TSEM
+1,651.6%
-966.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -1.2% | +10.4% | -11.6% | -4.5% |
| 30D | -6.4% | -12.9% | +6.6% | -2.9% |
| 3M | +6.3% | -9.2% | +15.5% | +5.1% |
| 6M | +76.4% | +98.8% | -22.3% | +24.8% |
| YTD | +58.8% | +87.2% | -28.4% | +12.5% |
| 1Y | +107.1% | +239.0% | -131.9% | +13.9% |
| 3Y | +245.0% | +679.5% | -434.5% | +28.8% |
| 5Y | -36.0% | +667.3% | -703.2% | -76.8% |
| 10Y | +293.2% | +1,301.0% | -1,007.8% | -4.0% |
| All | +684.6% | +1,651.6% | -966.9% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling