+119.7%
TWLO vs PLUG
+45.6%
+74.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -6.0% | -3.3% |
| 7D | -2.0% | -0.9% | -1.1% | -2.0% |
| 30D | +20.6% | +3.3% | +17.2% | +20.3% |
| 3M | -1.5% | -39.7% | +38.2% | +0.4% |
| 6M | +89.4% | -12.5% | +101.9% | +87.6% |
| YTD | +63.8% | +10.2% | +53.6% | +59.4% |
| 1Y | +119.7% | +50.7% | +69.0% | +113.2% |
| All | +119.7% | +45.6% | +74.1% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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