+179.9%
TWLO vs TSLQ
-97.3%
+277.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +0.2% | -8.0% | +8.2% | -0.8% |
| 30D | -9.1% | -23.8% | +14.6% | -12.3% |
| 3M | +11.0% | -7.0% | +18.0% | +12.5% |
| 6M | +79.4% | -17.1% | +96.5% | +81.1% |
| YTD | +59.7% | +0.1% | +59.7% | +67.9% |
| 1Y | +112.3% | -51.2% | +163.5% | +103.6% |
| 3Y | +247.0% | -95.9% | +342.9% | +173.2% |
| All | +179.9% | -97.3% | +277.1% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling