+119.7%
TWLO vs CSGP
-64.9%
+184.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.3% |
| 7D | -2.0% | -4.1% | +2.0% | -0.6% |
| 30D | +20.6% | +2.3% | +18.3% | +19.1% |
| 3M | -1.5% | -8.2% | +6.6% | +1.1% |
| 6M | +89.4% | -35.1% | +124.5% | +116.1% |
| YTD | +63.8% | -54.0% | +117.8% | +105.0% |
| 1Y | +119.7% | -65.3% | +185.0% | +191.4% |
| All | +119.7% | -64.9% | +184.7% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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