+601.7%
TWLO vs PLUG
-17.6%
+619.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.4% | -6.9% | -0.7% |
| 7D | -1.5% | +5.8% | -7.3% | -2.5% |
| 30D | -26.0% | -18.5% | -7.5% | -23.4% |
| 3M | +4.6% | -30.0% | +34.5% | +10.7% |
| 6M | +5.5% | -56.2% | +61.7% | +19.0% |
| YTD | +42.0% | -26.4% | +68.4% | +42.6% |
| 1Y | +58.5% | -42.2% | +100.7% | +64.7% |
| 3Y | +279.7% | -76.8% | +356.5% | +275.4% |
| 5Y | -35.0% | -96.2% | +61.3% | -11.1% |
| 10Y | +539.9% | +2.1% | +537.8% | +463.5% |
| All | +601.7% | -17.6% | +619.3% | +546.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling