+644.0%
TWLO vs CAPR
-79.5%
+723.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.9% | +13.6% | +3.9% |
| 7D | +0.2% | +7.6% | -7.4% | 0.0% |
| 30D | -26.0% | +13.3% | -39.3% | -26.3% |
| 3M | -14.3% | +130.4% | -144.7% | -16.5% |
| 6M | +6.2% | -70.8% | +77.0% | +7.3% |
| YTD | +50.6% | -69.3% | +119.9% | +51.6% |
| 1Y | +64.0% | +59.5% | +4.5% | +48.2% |
| 3Y | +264.1% | +216.8% | +47.3% | +200.2% |
| 5Y | -27.9% | +152.7% | -180.6% | -41.3% |
| 10Y | +580.0% | -68.2% | +648.2% | +424.0% |
| All | +644.0% | -79.5% | +723.5% | +494.7% |
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