+119.7%
TWLO vs TYL
-34.2%
+153.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -1.4% |
| 7D | -2.0% | -3.7% | +1.7% | -0.4% |
| 30D | +20.6% | +18.7% | +1.8% | +12.1% |
| 3M | -1.5% | +18.1% | -19.7% | -9.0% |
| 6M | +89.4% | -1.1% | +90.6% | +87.4% |
| YTD | +63.8% | -19.8% | +83.6% | +77.1% |
| 1Y | +119.7% | -34.3% | +154.0% | +139.7% |
| All | +119.7% | -34.2% | +153.9% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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