+689.1%
TWLO vs CHD
+116.5%
+572.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.8% |
| 7D | +0.2% | -4.2% | +4.4% | +1.0% |
| 30D | -9.1% | -7.6% | -1.6% | -7.8% |
| 3M | +11.0% | -1.6% | +12.6% | +11.2% |
| 6M | +79.4% | -6.3% | +85.7% | +81.1% |
| YTD | +59.7% | +14.6% | +45.1% | +53.5% |
| 1Y | +112.3% | +1.6% | +110.7% | +109.3% |
| 3Y | +247.0% | +3.1% | +243.8% | +235.2% |
| 5Y | -35.6% | +21.1% | -56.6% | -41.8% |
| 10Y | +305.7% | +128.6% | +177.1% | +202.2% |
| All | +689.1% | +116.5% | +572.7% | +497.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling