+301.0%
TWLO vs CLX
-3.7%
+304.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -2.4% | -5.7% | +3.3% | -1.8% |
| 30D | -7.8% | -17.0% | +9.2% | -5.8% |
| 3M | +10.0% | -9.7% | +19.7% | +11.1% |
| 6M | +79.5% | -19.8% | +99.3% | +84.4% |
| YTD | +59.8% | -9.8% | +69.7% | +59.8% |
| 1Y | +121.7% | -26.2% | +147.8% | +130.5% |
| 3Y | +240.8% | -36.2% | +277.0% | +261.9% |
| 5Y | -33.6% | -38.3% | +4.8% | -30.7% |
| All | +301.0% | -3.7% | +304.6% | +275.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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