+254.7%
TWLO vs CF
+73.9%
+180.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.9% |
| 7D | -2.0% | +6.0% | -8.0% | -2.4% |
| 30D | +20.6% | +14.8% | +5.7% | +19.4% |
| 3M | -1.5% | +14.1% | -15.6% | -2.7% |
| 6M | +89.4% | +28.5% | +60.9% | +82.0% |
| YTD | +63.8% | +74.9% | -11.2% | +50.0% |
| 1Y | +119.7% | +61.7% | +58.0% | +104.1% |
| All | +254.7% | +73.9% | +180.7% | +212.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling