+530.0%
CSX vs TWLO
+742.1%
-212.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.4% |
| 7D | -5.5% | -1.5% | -4.1% | -5.4% |
| 30D | +4.9% | -26.0% | +30.9% | +7.6% |
| 3M | -2.9% | +4.6% | -7.4% | -4.3% |
| 6M | +8.3% | +5.5% | +2.8% | +6.2% |
| YTD | +36.7% | +42.0% | -5.3% | +28.9% |
| 1Y | +41.5% | +58.5% | -17.0% | +31.8% |
| 3Y | +68.6% | +279.7% | -211.0% | +38.9% |
| 5Y | +48.4% | -35.0% | +83.4% | +41.8% |
| 10Y | +446.6% | +539.9% | -93.3% | +262.5% |
| All | +530.0% | +742.1% | -212.1% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling