+572.9%
TWLO vs CMS
+140.2%
+432.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -0.6% |
| 7D | +4.5% | +1.7% | +2.8% | +4.4% |
| 30D | -22.1% | +6.2% | -28.3% | -22.7% |
| 3M | -15.3% | +0.6% | -15.9% | -15.4% |
| 6M | +9.7% | -1.8% | +11.4% | +9.7% |
| YTD | +48.5% | +3.8% | +44.6% | +46.7% |
| 1Y | +70.3% | -1.8% | +72.1% | +69.9% |
| 3Y | +261.4% | +39.8% | +221.6% | +233.5% |
| 5Y | -30.6% | +37.1% | -67.7% | -36.1% |
| All | +572.9% | +140.2% | +432.6% | +539.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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