+70.3%
TWLO vs CP
+31.6%
+38.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.6% |
| 7D | +4.5% | +2.1% | +2.4% | +4.9% |
| 30D | -22.1% | +9.3% | -31.4% | -20.8% |
| 3M | -15.3% | +0.5% | -15.8% | -14.9% |
| 6M | +9.7% | +10.4% | -0.8% | +13.0% |
| YTD | +48.5% | +28.7% | +19.8% | +66.5% |
| 1Y | +70.3% | +33.2% | +37.2% | +86.3% |
| All | +70.3% | +31.6% | +38.8% | +86.3% |
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