+28.1%
CL vs TWLO
-37.0%
+65.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | -0.4% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | -5.2% | -6.4% | +1.2% | -5.2% |
| 3M | +3.3% | +6.3% | -3.0% | +3.4% |
| 6M | -4.4% | +76.4% | -80.8% | -4.1% |
| YTD | +13.9% | +58.8% | -44.9% | +14.3% |
| 1Y | +7.6% | +107.1% | -99.4% | +8.0% |
| 3Y | +29.6% | +245.0% | -215.4% | +29.8% |
| 5Y | +28.1% | -36.0% | +64.0% | +19.1% |
| All | +28.1% | -37.0% | +65.0% | +19.1% |
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