+333.5%
CAT vs TWLO
-37.0%
+370.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.3% |
| 7D | +5.6% | -1.2% | +6.8% | +5.6% |
| 30D | -2.3% | -6.4% | +4.0% | -1.9% |
| 3M | -10.0% | +6.3% | -16.3% | -10.9% |
| 6M | +21.2% | +76.4% | -55.2% | +13.7% |
| YTD | +44.4% | +58.8% | -14.4% | +36.5% |
| 1Y | +96.3% | +107.1% | -10.8% | +79.7% |
| 3Y | +203.9% | +245.0% | -41.1% | +161.3% |
| 5Y | +333.5% | -36.0% | +369.5% | +259.6% |
| All | +333.5% | -37.0% | +370.5% | +259.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling