+64.3%
TWLO vs TSLQ
-17.8%
+82.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.4% | -6.6% | +0.7% |
| 7D | -15.9% | +9.8% | -25.7% | -14.8% |
| 30D | -29.0% | -6.0% | -23.0% | -29.3% |
| 3M | +10.0% | -35.0% | +45.0% | +6.1% |
| 6M | +12.6% | -24.9% | +37.5% | +9.5% |
| YTD | +50.1% | -12.7% | +62.8% | +48.4% |
| 1Y | +64.3% | -21.0% | +85.3% | +60.5% |
| All | +64.3% | -17.8% | +82.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling