+595.4%
TWLO vs CMS
+137.8%
+457.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +2.8% | -1.1% | +3.9% | +2.9% |
| 30D | -22.4% | +6.6% | -28.9% | -23.0% |
| 3M | -14.2% | +0.8% | -15.1% | -14.4% |
| 6M | +10.5% | -3.3% | +13.8% | +10.7% |
| YTD | +54.3% | +2.7% | +51.6% | +52.6% |
| 1Y | +68.0% | -4.0% | +72.0% | +68.2% |
| 3Y | +273.0% | +37.6% | +235.4% | +245.0% |
| 5Y | -26.3% | +35.4% | -61.8% | -32.1% |
| 10Y | +595.4% | +136.0% | +459.4% | +560.4% |
| All | +595.4% | +137.8% | +457.7% | +560.4% |
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