+709.2%
TWLO vs CHRW
+159.7%
+549.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | -2.0% | -1.4% | -0.6% | -1.7% |
| 30D | +20.6% | -3.5% | +24.0% | +21.6% |
| 3M | -1.5% | -19.4% | +17.9% | +2.7% |
| 6M | +89.4% | -21.4% | +110.8% | +97.6% |
| YTD | +63.8% | -7.1% | +70.9% | +61.2% |
| 1Y | +119.7% | +17.8% | +101.9% | +99.8% |
| 3Y | +256.1% | +78.8% | +177.4% | +173.5% |
| 5Y | -36.6% | +83.5% | -120.1% | -51.9% |
| 10Y | +304.3% | +160.2% | +144.1% | +173.1% |
| All | +709.2% | +159.7% | +549.5% | +442.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling