+307.6%
TWLO vs CHRW
+182.4%
+125.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -3.9% | +4.4% | -8.2% | -4.9% |
| 30D | -9.7% | +5.5% | -15.2% | -10.9% |
| 3M | +11.6% | -17.3% | +28.9% | +15.8% |
| 6M | +84.7% | -12.7% | +97.3% | +87.4% |
| YTD | +62.5% | -4.1% | +66.6% | +58.6% |
| 1Y | +121.7% | +21.2% | +100.5% | +100.0% |
| 3Y | +253.0% | +88.9% | +164.1% | +165.8% |
| 5Y | -32.5% | +93.1% | -125.6% | -49.7% |
| All | +307.6% | +182.4% | +125.2% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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