-36.0%
TWLO vs PLUG
-91.6%
+55.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.2% | -3.8% |
| 7D | -1.2% | +8.1% | -9.3% | -2.7% |
| 30D | -6.4% | +3.7% | -10.0% | -7.2% |
| 3M | +6.3% | -29.2% | +35.4% | +12.4% |
| 6M | +76.4% | +6.1% | +70.3% | +69.0% |
| YTD | +58.8% | +14.7% | +44.1% | +46.9% |
| 1Y | +107.1% | +56.9% | +50.1% | +70.1% |
| 3Y | +245.0% | -71.6% | +316.6% | +251.5% |
| 5Y | -36.0% | -91.0% | +55.1% | -10.9% |
| All | -36.0% | -91.6% | +55.6% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling