+240.7%
TWLO vs CART
+39.2%
+201.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.8% |
| 30D | -28.6% | +22.4% | -51.0% | -32.1% |
| 3M | -14.4% | +16.5% | -30.9% | -17.8% |
| 6M | +2.4% | +44.9% | -42.4% | -6.4% |
| YTD | +45.3% | +30.0% | +15.3% | +34.6% |
| 1Y | +61.8% | +59.1% | +2.8% | +44.8% |
| 3Y | +269.0% | +138.8% | +130.2% | +189.8% |
| All | +240.7% | +39.2% | +201.5% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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