+96.3%
TWLO vs CHYM
-23.3%
+119.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -1.9% |
| 7D | -2.4% | -2.3% | -0.2% | -2.0% |
| 30D | -7.8% | +4.4% | -12.2% | -9.0% |
| 3M | +10.0% | +91.3% | -81.3% | -11.6% |
| 6M | +79.5% | +44.0% | +35.5% | +57.0% |
| YTD | +59.8% | +31.1% | +28.7% | +42.8% |
| 1Y | +121.7% | +37.8% | +83.8% | +93.4% |
| All | +96.3% | -23.3% | +119.6% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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