+68.0%
TWLO vs CP
+32.8%
+35.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.8% | -0.7% | +3.5% | +2.7% |
| 30D | -22.4% | +9.6% | -32.0% | -21.2% |
| 3M | -14.2% | +2.2% | -16.5% | -13.6% |
| 6M | +10.5% | +11.1% | -0.6% | +14.0% |
| YTD | +54.3% | +28.2% | +26.1% | +71.1% |
| 1Y | +68.0% | +32.2% | +35.8% | +81.8% |
| All | +68.0% | +32.8% | +35.2% | +81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling