+245.0%
TWLO vs CMS
+35.3%
+209.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | -1.2% | +1.2% | -2.4% | -1.0% |
| 30D | -6.4% | -3.2% | -3.2% | -6.8% |
| 3M | +6.3% | -2.2% | +8.5% | +6.0% |
| 6M | +76.4% | -9.4% | +85.9% | +75.2% |
| YTD | +58.8% | +0.7% | +58.1% | +57.5% |
| 1Y | +107.1% | +0.4% | +106.7% | +105.4% |
| 3Y | +245.0% | +35.2% | +209.8% | +212.4% |
| All | +245.0% | +35.3% | +209.6% | +212.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling