+66.4%
CME vs TWLO
+261.1%
-194.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +3.9% | +4.5% | -0.6% | +4.1% |
| 30D | +11.3% | -22.1% | +33.4% | +10.8% |
| 3M | +19.6% | -15.3% | +34.9% | +19.3% |
| 6M | +8.1% | +9.7% | -1.6% | +8.6% |
| YTD | +20.4% | +48.5% | -28.1% | +21.1% |
| 1Y | +16.5% | +70.3% | -53.8% | +17.4% |
| 3Y | +66.4% | +261.4% | -195.0% | +81.2% |
| All | +66.4% | +261.1% | -194.7% | +81.2% |
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