+346.5%
JCI vs TWLO
+841.6%
-495.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.3% |
| 7D | +5.1% | -1.2% | +6.3% | +5.2% |
| 30D | -3.8% | -6.4% | +2.5% | -3.4% |
| 3M | +1.9% | +6.3% | -4.4% | +0.9% |
| 6M | +11.2% | +76.4% | -65.2% | +4.4% |
| YTD | +22.9% | +58.8% | -35.9% | +16.2% |
| 1Y | +37.4% | +107.1% | -69.7% | +26.1% |
| 3Y | +167.8% | +245.0% | -77.1% | +131.0% |
| 5Y | +115.0% | -36.0% | +151.0% | +102.7% |
| 10Y | +325.3% | +293.2% | +32.1% | +227.2% |
| All | +346.5% | +841.6% | -495.1% | +228.3% |
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