+340.5%
JCI vs TWLO
+312.8%
+27.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.9% | +2.4% |
| 7D | +0.7% | -2.4% | +3.2% | +0.9% |
| 30D | -4.4% | -7.8% | +3.4% | -3.8% |
| 3M | +1.7% | +10.0% | -8.4% | +0.3% |
| 6M | +8.8% | +79.5% | -70.7% | +1.8% |
| YTD | +22.6% | +59.8% | -37.2% | +15.7% |
| 1Y | +36.2% | +121.7% | -85.5% | +23.9% |
| 3Y | +168.0% | +240.8% | -72.8% | +130.4% |
| 5Y | +113.5% | -33.6% | +147.0% | +100.3% |
| All | +340.5% | +312.8% | +27.7% | +242.8% |
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