+684.6%
TWLO vs TSN
+8.0%
+676.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.5% |
| 7D | -1.2% | -5.0% | +3.8% | -0.1% |
| 30D | -6.4% | -9.1% | +2.7% | -4.4% |
| 3M | +6.3% | -7.4% | +13.7% | +7.7% |
| 6M | +76.4% | -13.4% | +89.8% | +80.9% |
| YTD | +58.8% | -8.5% | +67.3% | +60.2% |
| 1Y | +107.1% | -3.2% | +110.3% | +104.9% |
| 3Y | +245.0% | +11.5% | +233.5% | +219.5% |
| 5Y | -36.0% | -19.5% | -16.4% | -34.7% |
| 10Y | +293.2% | -9.1% | +302.3% | +256.6% |
| All | +684.6% | +8.0% | +676.7% | +740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling