+111.1%
TWLO vs CF
+61.4%
+49.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.0% |
| 7D | -1.2% | -0.9% | -0.3% | -1.3% |
| 30D | -6.4% | +18.1% | -24.5% | -5.4% |
| 3M | +6.3% | +23.4% | -17.1% | +7.2% |
| 6M | +76.4% | +17.1% | +59.3% | +76.6% |
| YTD | +58.8% | +76.2% | -17.4% | +61.1% |
| All | +111.1% | +61.4% | +49.7% | +119.8% |
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