+64.3%
TWLO vs CF
+35.9%
+28.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.4% | +4.3% | -0.7% |
| 7D | -15.9% | -6.9% | -9.0% | -16.5% |
| 30D | -29.0% | -3.7% | -25.3% | -29.3% |
| 3M | +10.0% | -5.0% | +15.0% | +9.6% |
| 6M | +12.6% | -10.5% | +23.0% | +11.4% |
| YTD | +50.1% | +46.5% | +3.6% | +59.4% |
| 1Y | +64.3% | +34.8% | +29.4% | +80.6% |
| All | +64.3% | +35.9% | +28.4% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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