+709.2%
TWLO vs CF
+548.1%
+161.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.4% |
| 7D | -2.0% | +6.0% | -8.0% | -3.3% |
| 30D | +20.6% | +14.8% | +5.7% | +16.7% |
| 3M | -1.5% | +14.1% | -15.6% | -4.8% |
| 6M | +89.4% | +28.5% | +60.9% | +75.2% |
| YTD | +63.8% | +74.9% | -11.2% | +40.1% |
| 1Y | +119.7% | +61.7% | +58.0% | +91.1% |
| 3Y | +256.1% | +80.3% | +175.8% | +194.8% |
| 5Y | -36.6% | +226.0% | -262.5% | -58.7% |
| 10Y | +304.3% | +569.9% | -265.5% | +92.1% |
| All | +709.2% | +548.1% | +161.2% | +293.3% |
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