+617.7%
TWLO vs CP
+298.4%
+319.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +1.3% |
| 7D | -0.5% | +2.8% | -3.2% | -1.8% |
| 30D | -28.6% | +11.3% | -39.9% | -32.6% |
| 3M | -14.4% | +2.9% | -17.2% | -16.0% |
| 6M | +2.4% | +9.8% | -7.3% | -3.1% |
| YTD | +45.3% | +28.5% | +16.7% | +24.6% |
| 1Y | +61.8% | +33.5% | +28.3% | +35.9% |
| 3Y | +269.0% | +31.9% | +237.1% | +204.7% |
| 5Y | -33.5% | +25.5% | -59.0% | -44.6% |
| 10Y | +549.6% | +257.6% | +292.0% | +135.6% |
| All | +617.7% | +298.4% | +319.3% | +118.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling