+533.7%
CSX vs TWLO
+871.2%
-337.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.2% |
| 7D | -3.4% | -2.0% | -1.4% | -3.2% |
| 30D | -3.1% | +20.6% | -23.7% | -5.2% |
| 3M | +7.2% | -1.5% | +8.7% | +6.8% |
| 6M | +16.2% | +89.4% | -73.3% | +7.4% |
| YTD | +37.5% | +63.8% | -26.2% | +28.7% |
| 1Y | +53.2% | +119.7% | -66.5% | +38.3% |
| 3Y | +68.2% | +256.1% | -187.9% | +40.6% |
| 5Y | +65.2% | -36.6% | +101.8% | +59.2% |
| 10Y | +504.1% | +304.3% | +199.8% | +310.3% |
| All | +533.7% | +871.2% | -337.5% | +290.3% |
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 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