+58.3%
CSX vs TWLO
-30.7%
+88.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.0% | +4.5% | +1.4% | +5.6% |
| 30D | +7.8% | -22.1% | +29.9% | +9.5% |
| 3M | +4.1% | -15.3% | +19.4% | +4.8% |
| 6M | +17.9% | +9.7% | +8.3% | +15.7% |
| YTD | +44.9% | +48.5% | -3.6% | +37.7% |
| 1Y | +51.1% | +70.3% | -19.2% | +41.7% |
| 3Y | +78.3% | +261.4% | -183.1% | +51.7% |
| All | +58.3% | -30.7% | +88.9% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling