+601.7%
TWLO vs CF
+480.2%
+121.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -1.5% | -3.2% | +1.7% | -1.0% |
| 30D | -26.0% | +4.3% | -30.3% | -27.0% |
| 3M | +4.6% | +2.8% | +1.8% | +3.0% |
| 6M | +5.5% | +0.6% | +4.9% | +3.9% |
| YTD | +42.0% | +56.6% | -14.6% | +23.6% |
| 1Y | +58.5% | +49.6% | +8.9% | +39.3% |
| 3Y | +279.7% | +61.5% | +218.2% | +220.3% |
| 5Y | -35.0% | +124.0% | -158.9% | -53.0% |
| 10Y | +539.9% | +573.2% | -33.3% | +197.8% |
| All | +601.7% | +480.2% | +121.5% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling