+261.4%
TWLO vs TSN
+41.9%
+219.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.5% |
| 7D | +4.5% | -1.4% | +6.0% | +4.4% |
| 30D | -22.1% | +8.5% | -30.6% | -21.5% |
| 3M | -15.3% | +5.3% | -20.6% | -14.7% |
| 6M | +9.7% | -10.5% | +20.2% | +10.8% |
| YTD | +48.5% | +3.0% | +45.5% | +48.8% |
| 1Y | +70.3% | +12.1% | +58.2% | +69.9% |
| 3Y | +261.4% | +43.1% | +218.3% | +222.6% |
| All | +261.4% | +41.9% | +219.5% | +222.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling