+305.7%
TWLO vs CMS
+116.0%
+189.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | +0.2% | +0.2% | 0.0% | +0.2% |
| 30D | -9.1% | -1.3% | -7.9% | -9.0% |
| 3M | +11.0% | -5.4% | +16.4% | +11.7% |
| 6M | +79.4% | -10.3% | +89.7% | +81.6% |
| YTD | +59.7% | -0.2% | +59.9% | +58.7% |
| 1Y | +112.3% | -0.9% | +113.2% | +111.0% |
| 3Y | +247.0% | +34.0% | +213.0% | +222.1% |
| 5Y | -35.6% | +23.6% | -59.1% | -39.7% |
| 10Y | +305.7% | +122.2% | +183.5% | +277.9% |
| All | +305.7% | +116.0% | +189.7% | +277.9% |
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