-35.5%
TWLO vs PLUG
-96.4%
+60.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.8% |
| 7D | -1.5% | +5.8% | -7.3% | -2.6% |
| 30D | -26.0% | -18.5% | -7.5% | -23.2% |
| 3M | +4.6% | -30.0% | +34.5% | +11.2% |
| 6M | +5.5% | -56.2% | +61.7% | +20.2% |
| YTD | +42.0% | -26.4% | +68.4% | +42.1% |
| 1Y | +58.5% | -42.2% | +100.7% | +64.8% |
| 3Y | +279.7% | -76.8% | +356.5% | +283.9% |
| All | -35.5% | -96.4% | +60.9% | +31.4% |
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 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