+18.8%
CLF vs TWLO
+123.2%
-104.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.2% |
| 7D | +7.6% | -2.0% | +9.6% | +7.8% |
| 30D | -1.2% | +20.6% | -21.8% | -3.8% |
| 3M | -13.4% | -1.5% | -11.8% | -13.4% |
| 6M | +15.4% | +89.4% | -74.0% | +4.4% |
| YTD | -5.9% | +63.8% | -69.7% | -12.4% |
| 1Y | +18.8% | +119.7% | -100.9% | +0.2% |
| All | +18.8% | +123.2% | -104.4% | +0.2% |
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