+301.0%
TWLO vs CG
+314.7%
-13.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.7% |
| 7D | -2.4% | -9.9% | +7.4% | +3.0% |
| 30D | -7.8% | -11.7% | +3.8% | -1.8% |
| 3M | +10.0% | -4.3% | +14.3% | +11.2% |
| 6M | +79.5% | -8.8% | +88.2% | +84.9% |
| YTD | +59.8% | -26.9% | +86.7% | +84.0% |
| 1Y | +121.7% | -35.4% | +157.1% | +170.6% |
| 3Y | +240.8% | +43.0% | +197.8% | +147.6% |
| 5Y | -33.6% | +1.9% | -35.5% | -42.5% |
| All | +301.0% | +314.7% | -13.8% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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