+245.0%
TWLO vs CI
+4.2%
+240.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -3.1% |
| 7D | -1.2% | -2.0% | +0.8% | -1.3% |
| 30D | -6.4% | -1.8% | -4.6% | -6.4% |
| 3M | +6.3% | -4.2% | +10.5% | +6.1% |
| 6M | +76.4% | +2.7% | +73.7% | +76.6% |
| YTD | +58.8% | +1.9% | +56.9% | +59.0% |
| 1Y | +107.1% | -6.3% | +113.3% | +107.5% |
| 3Y | +245.0% | +3.9% | +241.1% | +241.7% |
| All | +245.0% | +4.2% | +240.7% | +241.7% |
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