+293.2%
TWLO vs PLUG
+56.9%
+236.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.2% | -3.7% |
| 7D | -1.2% | +8.1% | -9.3% | -2.6% |
| 30D | -6.4% | +3.7% | -10.0% | -7.2% |
| 3M | +6.3% | -29.2% | +35.4% | +11.9% |
| 6M | +76.4% | +6.1% | +70.3% | +69.9% |
| YTD | +58.8% | +14.7% | +44.1% | +48.3% |
| 1Y | +107.1% | +56.9% | +50.1% | +75.1% |
| 3Y | +245.0% | -71.6% | +316.6% | +232.8% |
| 5Y | -36.0% | -91.0% | +55.1% | -24.0% |
| 10Y | +293.2% | +55.9% | +237.3% | +222.4% |
| All | +293.2% | +56.9% | +236.2% | +222.4% |
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