+1,139.8%
CAT vs TWLO
+312.5%
+827.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | -2.6% | -9.1% | +6.5% | -1.9% |
| 3M | -10.7% | +11.0% | -21.7% | -12.0% |
| 6M | +16.1% | +79.4% | -63.2% | +8.5% |
| YTD | +43.2% | +59.7% | -16.5% | +34.8% |
| 1Y | +96.8% | +112.3% | -15.5% | +79.3% |
| 3Y | +201.4% | +247.0% | -45.6% | +157.8% |
| 5Y | +332.7% | -35.6% | +368.2% | +311.9% |
| All | +1,139.8% | +312.5% | +827.3% | +752.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling