+64.3%
TWLO vs TSN
+19.9%
+44.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | +1.2% |
| 7D | -15.9% | +8.4% | -24.3% | -14.1% |
| 30D | -29.0% | +16.1% | -45.1% | -26.6% |
| 3M | +10.0% | +3.2% | +6.9% | +12.6% |
| 6M | +12.6% | -11.1% | +23.7% | +16.4% |
| YTD | +50.1% | +5.1% | +45.0% | +48.8% |
| 1Y | +64.3% | +19.4% | +44.9% | +52.1% |
| All | +64.3% | +19.9% | +44.4% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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