+240.6%
TWLO vs CLX
-35.1%
+275.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.5% |
| 7D | +0.2% | -4.9% | +5.1% | +0.1% |
| 30D | -9.1% | -15.8% | +6.7% | -9.6% |
| 3M | +11.0% | -7.9% | +18.9% | +10.8% |
| 6M | +79.4% | -19.0% | +98.4% | +84.8% |
| YTD | +59.7% | -7.9% | +67.7% | +57.8% |
| 1Y | +112.3% | -25.4% | +137.7% | +123.7% |
| All | +240.6% | -35.1% | +275.7% | +252.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling