+549.6%
TWLO vs CF
+546.3%
+3.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -28.6% | +6.9% | -35.6% | -29.9% |
| 3M | -14.4% | +4.8% | -19.2% | -15.9% |
| 6M | +2.4% | +4.7% | -2.2% | +0.1% |
| YTD | +45.3% | +56.5% | -11.2% | +26.9% |
| 1Y | +61.8% | +48.4% | +13.4% | +43.0% |
| 3Y | +269.0% | +59.1% | +209.9% | +213.8% |
| 5Y | -33.5% | +109.5% | -143.0% | -50.6% |
| 10Y | +549.6% | +487.0% | +62.6% | +245.1% |
| All | +549.6% | +546.3% | +3.3% | +245.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling