+709.2%
TWLO vs CAPR
-78.2%
+787.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.1% |
| 7D | -2.0% | -2.0% | 0.0% | -2.0% |
| 30D | +20.6% | +139.2% | -118.6% | +17.6% |
| 3M | -1.5% | -66.4% | +64.8% | -0.6% |
| 6M | +89.4% | -63.1% | +152.6% | +90.4% |
| YTD | +63.8% | -67.4% | +131.2% | +65.0% |
| 1Y | +119.7% | +58.2% | +61.5% | +98.9% |
| 3Y | +256.1% | +42.2% | +213.9% | +204.4% |
| 5Y | -36.6% | +87.3% | -123.8% | -47.6% |
| 10Y | +304.3% | -75.3% | +379.6% | +217.6% |
| All | +709.2% | -78.2% | +787.5% | +547.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling