+170.6%
CVX vs TWLO
-34.2%
+204.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | +0.7% | -3.9% | +4.6% | +0.8% |
| 30D | +9.1% | -9.7% | +18.8% | +9.5% |
| 3M | +13.1% | +11.6% | +1.5% | +12.5% |
| 6M | +16.3% | +84.7% | -68.4% | +13.0% |
| YTD | +43.5% | +62.5% | -19.0% | +40.1% |
| 1Y | +40.2% | +121.7% | -81.6% | +34.6% |
| 3Y | +44.2% | +253.0% | -208.7% | +34.1% |
| 5Y | +170.6% | -32.5% | +203.1% | +153.2% |
| All | +170.6% | -34.2% | +204.8% | +153.2% |
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