+413.4%
CSX vs TWLO
+592.1%
-178.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.4% |
| 7D | -0.3% | +2.8% | -3.1% | -0.6% |
| 30D | +8.7% | -22.4% | +31.0% | +11.1% |
| 3M | +4.2% | -14.2% | +18.5% | +5.1% |
| 6M | +16.7% | +10.5% | +6.2% | +13.8% |
| YTD | +44.5% | +54.3% | -9.8% | +34.8% |
| 1Y | +50.3% | +68.0% | -17.7% | +38.8% |
| 3Y | +76.3% | +273.0% | -196.7% | +44.3% |
| 5Y | +58.1% | -26.3% | +84.5% | +49.4% |
| All | +413.4% | +592.1% | -178.7% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling