+576.0%
TWLO vs PLUG
-16.2%
+592.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.8% | +5.5% | -1.8% |
| 7D | +5.6% | -8.1% | +13.7% | +6.9% |
| 30D | -24.6% | -20.5% | -4.1% | -21.7% |
| 3M | -14.0% | -45.9% | +31.9% | -5.1% |
| 6M | +10.1% | -65.2% | +75.2% | +29.1% |
| YTD | +49.2% | -37.1% | +86.2% | +53.6% |
| 1Y | +65.2% | -54.6% | +119.8% | +79.0% |
| 3Y | +260.7% | -64.9% | +325.5% | +233.1% |
| 5Y | -30.2% | -97.1% | +66.9% | -0.4% |
| All | +576.0% | -16.2% | +592.3% | +504.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling