-13.1%
CRCL vs TWLO
+123.2%
-136.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | 0.0% |
| 7D | +17.1% | -2.0% | +19.1% | +18.2% |
| 30D | +61.3% | +20.6% | +40.7% | +49.3% |
| 3M | +12.7% | -1.5% | +14.3% | +12.9% |
| 6M | -3.1% | +89.4% | -92.5% | -35.6% |
| YTD | +28.7% | +63.8% | -35.1% | -9.0% |
| 1Y | -13.1% | +119.7% | -132.9% | -47.2% |
| All | -13.1% | +123.2% | -136.3% | -47.2% |
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