+70.3%
TWLO vs CAPR
+63.5%
+6.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.5% | -0.5% |
| 7D | +4.5% | +5.9% | -1.3% | +4.6% |
| 30D | -22.1% | +44.6% | -66.7% | -21.8% |
| 3M | -15.3% | +126.4% | -141.7% | -14.5% |
| 6M | +9.7% | -68.6% | +78.2% | +9.9% |
| YTD | +48.5% | -67.0% | +115.5% | +48.8% |
| 1Y | +70.3% | +65.2% | +5.2% | +74.0% |
| All | +70.3% | +63.5% | +6.9% | +74.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling