-35.6%
TWLO vs CP
+30.0%
-65.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | +0.2% | +0.6% | -0.4% | 0.0% |
| 30D | -9.1% | -0.5% | -8.7% | -9.0% |
| 3M | +11.0% | +0.1% | +10.9% | +10.9% |
| 6M | +79.4% | +7.8% | +71.6% | +72.5% |
| YTD | +59.7% | +22.9% | +36.9% | +43.8% |
| 1Y | +112.3% | +21.3% | +91.0% | +91.7% |
| 3Y | +247.0% | +20.4% | +226.6% | +206.8% |
| 5Y | -35.6% | +34.9% | -70.5% | -49.4% |
| All | -35.6% | +30.0% | -65.6% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling