+576.0%
TWLO vs CAPR
-63.2%
+639.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.7% | +5.4% | -3.1% |
| 7D | +5.6% | +19.1% | -13.5% | +5.1% |
| 30D | -24.6% | +48.8% | -73.5% | -25.4% |
| 3M | -14.0% | +144.4% | -158.3% | -16.3% |
| 6M | +10.1% | -67.5% | +77.6% | +10.9% |
| YTD | +49.2% | -64.5% | +113.7% | +49.6% |
| 1Y | +65.2% | +74.4% | -9.2% | +49.3% |
| 3Y | +260.7% | +265.7% | -5.1% | +196.5% |
| 5Y | -30.2% | +196.0% | -226.2% | -43.3% |
| All | +576.0% | -63.2% | +639.2% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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