+264.1%
TWLO vs CI
+11.1%
+253.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.1% | +3.8% |
| 7D | +0.2% | +2.6% | -2.4% | +0.4% |
| 30D | -26.0% | +7.3% | -33.3% | -25.7% |
| 3M | -14.3% | +9.5% | -23.8% | -13.8% |
| 6M | +6.2% | +6.4% | -0.2% | +6.8% |
| YTD | +50.6% | +12.0% | +38.6% | +51.7% |
| 1Y | +64.0% | +20.1% | +43.9% | +65.4% |
| 3Y | +264.1% | +9.6% | +254.5% | +271.6% |
| All | +264.1% | +11.1% | +253.0% | +271.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling