+301.0%
TWLO vs CASY
+453.5%
-152.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.2% |
| 7D | -2.4% | -18.6% | +16.2% | +2.1% |
| 30D | -7.8% | -26.6% | +18.8% | -1.2% |
| 3M | +10.0% | -32.8% | +42.8% | +20.3% |
| 6M | +79.5% | -10.0% | +89.5% | +81.0% |
| YTD | +59.8% | +11.6% | +48.2% | +51.8% |
| 1Y | +121.7% | +11.5% | +110.2% | +109.7% |
| 3Y | +240.8% | +160.7% | +80.1% | +148.8% |
| 5Y | -33.6% | +232.4% | -266.0% | -54.9% |
| All | +301.0% | +453.5% | -152.5% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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