+702.8%
TWLO vs CHTR
-37.0%
+739.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.0% | -3.2% | -0.3% |
| 7D | -3.9% | -7.1% | +3.3% | -1.2% |
| 30D | -9.7% | -10.9% | +1.2% | -6.3% |
| 3M | +11.6% | +2.0% | +9.6% | +7.8% |
| 6M | +84.7% | -35.9% | +120.6% | +110.5% |
| YTD | +62.5% | -32.7% | +95.2% | +79.2% |
| 1Y | +121.7% | -46.6% | +168.3% | +171.7% |
| 3Y | +253.0% | -66.7% | +319.7% | +412.3% |
| 5Y | -32.5% | -82.1% | +49.7% | +39.1% |
| 10Y | +312.7% | -46.8% | +359.5% | +308.0% |
| All | +702.8% | -37.0% | +739.9% | +514.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling