+572.9%
TWLO vs CF
+479.1%
+93.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.5% | +4.8% | -0.2% | +3.6% |
| 30D | -22.1% | +4.7% | -26.8% | -23.1% |
| 3M | -15.3% | +7.4% | -22.7% | -17.1% |
| 6M | +9.7% | +0.6% | +9.1% | +8.3% |
| YTD | +48.5% | +64.1% | -15.6% | +28.5% |
| 1Y | +70.3% | +51.4% | +18.9% | +50.1% |
| 3Y | +261.4% | +67.8% | +193.6% | +204.1% |
| 5Y | -30.6% | +114.1% | -144.7% | -48.6% |
| All | +572.9% | +479.1% | +93.8% | +254.9% |
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