+307.6%
TWLO vs CI
+144.3%
+163.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -3.9% | -1.3% | -2.6% | -3.6% |
| 30D | -9.7% | +3.1% | -12.8% | -10.3% |
| 3M | +11.6% | -4.5% | +16.1% | +12.5% |
| 6M | +84.7% | +8.3% | +76.4% | +80.9% |
| YTD | +62.5% | +3.8% | +58.7% | +60.1% |
| 1Y | +121.7% | -5.0% | +126.7% | +120.9% |
| 3Y | +253.0% | +5.8% | +247.2% | +233.3% |
| 5Y | -32.5% | +50.6% | -83.1% | -43.4% |
| All | +307.6% | +144.3% | +163.4% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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