+709.2%
TWLO vs CMS
+112.6%
+596.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.1% |
| 30D | +20.6% | -3.6% | +24.2% | +21.1% |
| 3M | -1.5% | -1.9% | +0.4% | -1.5% |
| 6M | +89.4% | -11.0% | +100.4% | +91.8% |
| YTD | +63.8% | +0.2% | +63.6% | +62.7% |
| 1Y | +119.7% | -1.3% | +121.0% | +118.6% |
| 3Y | +256.1% | +35.9% | +220.2% | +231.5% |
| 5Y | -36.6% | +23.1% | -59.6% | -40.2% |
| 10Y | +304.3% | +117.9% | +186.4% | +299.5% |
| All | +709.2% | +112.6% | +596.6% | +692.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling