+601.7%
TWLO vs TYL
+170.0%
+431.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +2.4% |
| 7D | -1.5% | +6.7% | -8.1% | -6.9% |
| 30D | -26.0% | +26.5% | -52.5% | -40.8% |
| 3M | +4.6% | +37.3% | -32.7% | -22.9% |
| 6M | +5.5% | +31.2% | -25.6% | -21.0% |
| YTD | +42.0% | -7.4% | +49.4% | +41.4% |
| 1Y | +58.5% | -9.6% | +68.0% | +60.7% |
| 3Y | +279.7% | +1.9% | +277.8% | +222.2% |
| 5Y | -35.0% | -21.1% | -13.8% | -27.7% |
| 10Y | +539.9% | +171.8% | +368.1% | +113.7% |
| All | +601.7% | +170.0% | +431.7% | +123.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling