+9.3%
CAT vs TWLO
+67.1%
-57.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | +7.4% | +4.5% | +2.9% | +7.3% |
| 30D | -19.7% | -22.1% | +2.4% | -19.7% |
| 3M | -29.6% | -15.3% | -14.3% | -29.4% |
| 6M | -33.2% | +9.7% | -42.9% | -32.2% |
| YTD | +5.7% | +48.5% | -42.8% | +6.1% |
| 1Y | +9.3% | +70.3% | -61.0% | +5.3% |
| All | +9.3% | +67.1% | -57.7% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling