+301.0%
TWLO vs CTAS
+687.6%
-386.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -2.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.8% |
| 30D | -7.8% | -0.7% | -7.1% | -7.5% |
| 3M | +10.0% | +11.1% | -1.0% | +2.2% |
| 6M | +79.5% | +2.1% | +77.3% | +74.4% |
| YTD | +59.8% | +8.0% | +51.9% | +49.4% |
| 1Y | +121.7% | -0.5% | +122.2% | +117.3% |
| 3Y | +240.8% | +66.2% | +174.6% | +130.6% |
| 5Y | -33.6% | +109.2% | -142.8% | -61.0% |
| All | +301.0% | +687.6% | -386.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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