+240.8%
TWLO vs TSLQ
-95.6%
+336.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.8% |
| 7D | -2.4% | -6.6% | +4.2% | -3.2% |
| 30D | -7.8% | -24.3% | +16.5% | -10.4% |
| 3M | +10.0% | -3.6% | +13.6% | +11.6% |
| 6M | +79.5% | -12.0% | +91.4% | +82.1% |
| YTD | +59.8% | +1.4% | +58.5% | +66.1% |
| 1Y | +121.7% | -43.6% | +165.2% | +119.4% |
| 3Y | +240.8% | -95.4% | +336.2% | +221.8% |
| All | +240.8% | -95.6% | +336.4% | +221.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling