+293.2%
TWLO vs CF
+589.1%
-295.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.2% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | -6.4% | +18.1% | -24.5% | -9.8% |
| 3M | +6.3% | +23.4% | -17.1% | +1.0% |
| 6M | +76.4% | +17.1% | +59.3% | +67.1% |
| YTD | +58.8% | +76.2% | -17.4% | +35.9% |
| 1Y | +107.1% | +62.3% | +44.8% | +80.3% |
| 3Y | +245.0% | +71.8% | +173.2% | +190.0% |
| 5Y | -36.0% | +234.6% | -270.5% | -58.5% |
| 10Y | +293.2% | +574.3% | -281.1% | +86.0% |
| All | +293.2% | +589.1% | -295.9% | +86.0% |
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