+709.2%
TWLO vs CSGP
+46.1%
+663.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.5% |
| 7D | -2.0% | -4.1% | +2.0% | +0.7% |
| 30D | +20.6% | +2.3% | +18.3% | +17.8% |
| 3M | -1.5% | -8.2% | +6.6% | +1.5% |
| 6M | +89.4% | -35.1% | +124.5% | +145.1% |
| YTD | +63.8% | -54.0% | +117.8% | +162.5% |
| 1Y | +119.7% | -65.3% | +185.0% | +323.6% |
| 3Y | +256.1% | -62.6% | +318.7% | +514.3% |
| 5Y | -36.6% | -64.8% | +28.3% | +12.7% |
| 10Y | +304.3% | +45.1% | +259.3% | +127.2% |
| All | +709.2% | +46.1% | +663.1% | +357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling