+572.9%
TWLO vs CG
+278.5%
+294.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +4.5% | +0.2% | +4.4% | +4.3% |
| 30D | -22.1% | +11.2% | -33.3% | -26.8% |
| 3M | -15.3% | -22.1% | +6.8% | -4.0% |
| 6M | +9.7% | -17.9% | +27.6% | +19.2% |
| YTD | +48.5% | -31.3% | +79.8% | +75.7% |
| 1Y | +70.3% | -24.0% | +94.3% | +90.1% |
| 3Y | +261.4% | +45.0% | +216.4% | +157.2% |
| 5Y | -30.6% | -22.6% | -7.9% | -31.7% |
| All | +572.9% | +278.5% | +294.4% | +267.8% |
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