+151.4%
CLF vs TWLO
+871.2%
-719.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.4% |
| 7D | +7.6% | -2.0% | +9.6% | +7.9% |
| 30D | -1.2% | +20.6% | -21.8% | -5.6% |
| 3M | -13.4% | -1.5% | -11.8% | -13.9% |
| 6M | +15.4% | +89.4% | -74.0% | -1.1% |
| YTD | -5.9% | +63.8% | -69.7% | -17.6% |
| 1Y | +18.8% | +119.7% | -100.9% | -2.7% |
| 3Y | -19.4% | +256.1% | -275.5% | -42.2% |
| 5Y | -47.7% | -36.6% | -11.2% | -50.9% |
| 10Y | +130.4% | +304.3% | -174.0% | +23.8% |
| All | +151.4% | +871.2% | -719.7% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling