+246.5%
TWLO vs CHD
+0.5%
+246.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.6% |
| 7D | -3.9% | -4.7% | +0.8% | -4.2% |
| 30D | -9.7% | -8.3% | -1.4% | -10.3% |
| 3M | +11.6% | -4.0% | +15.6% | +11.4% |
| 6M | +84.7% | -6.5% | +91.2% | +85.1% |
| YTD | +62.5% | +13.1% | +49.4% | +61.5% |
| 1Y | +121.7% | +2.3% | +119.4% | +117.5% |
| All | +246.5% | +0.5% | +246.0% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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