+572.9%
TWLO vs CSGP
+65.8%
+507.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -2.2% |
| 7D | +4.5% | +1.3% | +3.2% | +3.6% |
| 30D | -22.1% | +2.8% | -24.9% | -26.2% |
| 3M | -15.3% | -6.3% | -9.0% | -16.2% |
| 6M | +9.7% | -3.2% | +12.8% | +4.5% |
| YTD | +48.5% | -54.0% | +102.4% | +127.0% |
| 1Y | +70.3% | -54.8% | +125.2% | +162.8% |
| 3Y | +261.4% | -60.6% | +322.0% | +473.0% |
| 5Y | -30.6% | -62.6% | +32.1% | +12.8% |
| All | +572.9% | +65.8% | +507.0% | +242.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling