+64.0%
TWLO vs CSGP
-55.1%
+119.1%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.9% | +6.6% | +4.2% |
| 7D | +0.2% | -3.2% | +3.4% | +0.7% |
| 30D | -26.0% | +2.2% | -28.2% | -27.4% |
| 3M | -14.3% | -3.7% | -10.7% | -14.7% |
| 6M | +6.2% | -7.4% | +13.6% | +7.4% |
| YTD | +50.6% | -54.9% | +105.5% | +93.7% |
| 1Y | +64.0% | -54.9% | +118.9% | +109.7% |
| All | +64.0% | -55.1% | +119.1% | +109.7% |
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