+121.7%
TWLO vs CTAS
+1.1%
+120.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.2% | -1.6% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | -7.8% | -0.7% | -7.1% | -7.9% |
| 3M | +10.0% | +11.1% | -1.0% | +10.8% |
| 6M | +79.5% | +2.1% | +77.3% | +80.3% |
| YTD | +59.8% | +8.0% | +51.9% | +62.0% |
| 1Y | +121.7% | -0.5% | +122.2% | +113.6% |
| All | +121.7% | +1.1% | +120.6% | +113.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling