+709.2%
TWLO vs CTAS
+839.7%
-130.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.9% |
| 7D | -2.0% | -1.8% | -0.2% | -0.9% |
| 30D | +20.6% | -0.2% | +20.8% | +20.7% |
| 3M | -1.5% | +11.7% | -13.2% | -9.0% |
| 6M | +89.4% | +0.7% | +88.7% | +85.6% |
| YTD | +63.8% | +7.4% | +56.4% | +53.5% |
| 1Y | +119.7% | -2.1% | +121.8% | +117.5% |
| 3Y | +256.1% | +62.9% | +193.2% | +143.1% |
| 5Y | -36.6% | +111.9% | -148.4% | -63.3% |
| 10Y | +304.3% | +652.2% | -347.9% | -7.9% |
| All | +709.2% | +839.7% | -130.4% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling