-13.7%
CLF vs TWLO
+238.8%
-252.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | -1.0% |
| 7D | +6.5% | -1.2% | +7.7% | +6.7% |
| 30D | +0.2% | -6.4% | +6.6% | +1.5% |
| 3M | -3.1% | +6.3% | -9.4% | -5.2% |
| 6M | +25.0% | +76.4% | -51.4% | +7.1% |
| YTD | -7.5% | +58.8% | -66.3% | -19.3% |
| 1Y | +11.5% | +107.1% | -95.6% | -10.5% |
| 3Y | -13.7% | +245.0% | -258.7% | -39.2% |
| All | -13.7% | +238.8% | -252.5% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling