+301.0%
TWLO vs CHTR
-44.7%
+345.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -3.1% |
| 7D | -2.4% | -4.1% | +1.7% | -1.1% |
| 30D | -7.8% | -3.0% | -4.9% | -7.7% |
| 3M | +10.0% | +4.8% | +5.3% | +5.3% |
| 6M | +79.5% | -35.0% | +114.5% | +103.1% |
| YTD | +59.8% | -30.2% | +90.0% | +73.4% |
| 1Y | +121.7% | -44.8% | +166.4% | +167.0% |
| 3Y | +240.8% | -66.6% | +307.4% | +393.1% |
| 5Y | -33.6% | -81.5% | +47.9% | +32.5% |
| All | +301.0% | -44.7% | +345.7% | +344.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling