+549.6%
TWLO vs TYL
+174.6%
+375.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.7% |
| 7D | -0.5% | +3.5% | -4.0% | -3.6% |
| 30D | -28.6% | +26.9% | -55.5% | -42.9% |
| 3M | -14.4% | +33.8% | -48.2% | -35.4% |
| 6M | +2.4% | +28.8% | -26.4% | -21.7% |
| YTD | +45.3% | -7.9% | +53.2% | +45.5% |
| 1Y | +61.8% | -9.8% | +71.6% | +64.5% |
| 3Y | +269.0% | +1.2% | +267.8% | +216.5% |
| 5Y | -33.5% | -22.8% | -10.7% | -24.8% |
| 10Y | +549.6% | +168.8% | +380.8% | +154.1% |
| All | +549.6% | +174.6% | +375.0% | +154.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling