+112.3%
TWLO vs TYL
-39.5%
+151.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.2% |
| 7D | +0.2% | -8.6% | +8.8% | +4.2% |
| 30D | -9.1% | +7.5% | -16.7% | -12.0% |
| 3M | +11.0% | +10.9% | +0.1% | +5.5% |
| 6M | +79.4% | -6.7% | +86.1% | +81.9% |
| YTD | +59.7% | -24.5% | +84.2% | +76.7% |
| 1Y | +112.3% | -38.6% | +151.0% | +128.1% |
| All | +112.3% | -39.5% | +151.8% | +128.1% |
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 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