+119.7%
TWLO vs CHTR
-41.9%
+161.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.1% |
| 7D | -2.0% | -1.1% | -1.0% | -2.0% |
| 30D | +20.6% | -0.8% | +21.3% | +20.4% |
| 3M | -1.5% | +17.8% | -19.3% | -3.7% |
| 6M | +89.4% | -34.5% | +123.9% | +95.7% |
| YTD | +63.8% | -27.2% | +91.0% | +71.6% |
| 1Y | +119.7% | -41.4% | +161.2% | +139.7% |
| All | +119.7% | -41.9% | +161.7% | +139.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling