+482.4%
CSX vs TWLO
+293.5%
+188.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.5% |
| 7D | +0.6% | -1.2% | +1.8% | +0.7% |
| 30D | -2.3% | -6.4% | +4.1% | -1.7% |
| 3M | +4.3% | +6.3% | -2.0% | +3.1% |
| 6M | +23.4% | +76.4% | -53.1% | +14.7% |
| YTD | +36.4% | +58.8% | -22.4% | +27.9% |
| 1Y | +53.0% | +107.1% | -54.0% | +38.8% |
| 3Y | +70.6% | +245.0% | -174.3% | +42.5% |
| 5Y | +65.5% | -36.0% | +101.4% | +59.3% |
| 10Y | +482.4% | +293.2% | +189.2% | +282.4% |
| All | +482.4% | +293.5% | +188.8% | +282.4% |
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