-32.3%
TWLO vs TSN
-17.2%
-15.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.8% |
| 7D | -2.4% | +3.0% | -5.5% | -2.8% |
| 30D | -7.8% | -4.2% | -3.6% | -7.5% |
| 3M | +10.0% | -3.9% | +13.9% | +10.1% |
| 6M | +79.5% | -9.8% | +89.3% | +80.4% |
| YTD | +59.8% | -7.3% | +67.1% | +59.7% |
| 1Y | +121.7% | -2.2% | +123.9% | +118.6% |
| 3Y | +240.8% | +11.9% | +228.9% | +214.7% |
| All | -32.3% | -17.2% | -15.2% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling