+112.3%
TWLO vs PLUG
+50.7%
+61.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.0% | +4.6% | +0.8% |
| 7D | +0.2% | +3.8% | -3.6% | 0.0% |
| 30D | -9.1% | +2.8% | -12.0% | -9.3% |
| 3M | +11.0% | -25.4% | +36.4% | +12.2% |
| 6M | +79.4% | -0.5% | +79.8% | +76.4% |
| YTD | +59.7% | +10.2% | +49.6% | +55.5% |
| 1Y | +112.3% | +53.9% | +58.4% | +108.5% |
| All | +112.3% | +50.7% | +61.6% | +108.5% |
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