+709.2%
TWLO vs PLUG
+23.3%
+685.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -6.0% | -3.6% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | +20.6% | +3.3% | +17.2% | +19.8% |
| 3M | -1.5% | -39.7% | +38.2% | +6.6% |
| 6M | +89.4% | -12.5% | +101.9% | +88.3% |
| YTD | +63.8% | +10.2% | +53.6% | +54.1% |
| 1Y | +119.7% | +50.7% | +69.0% | +87.1% |
| 3Y | +256.1% | -74.5% | +330.6% | +251.2% |
| 5Y | -36.6% | -91.8% | +55.2% | -23.7% |
| 10Y | +304.3% | +43.7% | +260.6% | +237.0% |
| All | +709.2% | +23.3% | +685.9% | +597.8% |
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