+1,123.7%
CAT vs TWLO
+319.6%
+804.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | +0.6% | -3.9% | +4.5% | +1.0% |
| 30D | -4.5% | -9.7% | +5.1% | -3.7% |
| 3M | -5.8% | +11.6% | -17.4% | -7.2% |
| 6M | +12.7% | +84.7% | -71.9% | +5.0% |
| YTD | +41.4% | +62.5% | -21.1% | +32.9% |
| 1Y | +92.1% | +121.7% | -29.6% | +74.3% |
| 3Y | +197.5% | +253.0% | -55.5% | +154.0% |
| 5Y | +327.9% | -32.5% | +360.4% | +305.6% |
| All | +1,123.7% | +319.6% | +804.1% | +740.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TWLO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling