+57.3%
CL vs TWLO
+298.6%
-241.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -5.5% | -9.1% | +3.6% | -5.3% |
| 3M | +0.8% | +11.0% | -10.2% | +0.5% |
| 6M | -4.2% | +79.4% | -83.6% | -5.6% |
| YTD | +13.4% | +59.7% | -46.3% | +12.0% |
| 1Y | +7.1% | +112.3% | -105.3% | +4.8% |
| 3Y | +29.0% | +247.0% | -217.9% | +23.7% |
| 5Y | +28.3% | -35.6% | +63.9% | +28.6% |
| 10Y | +57.3% | +305.7% | -248.4% | +45.9% |
| All | +57.3% | +298.6% | -241.3% | +45.9% |
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