+617.7%
TWLO vs PLUG
-14.8%
+632.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.2% | +1.7% |
| 7D | -0.5% | +14.5% | -15.0% | -2.8% |
| 30D | -28.6% | -10.7% | -17.9% | -27.2% |
| 3M | -14.4% | -31.2% | +16.8% | -9.2% |
| 6M | +2.4% | -51.9% | +54.4% | +13.8% |
| YTD | +45.3% | -23.9% | +69.1% | +45.1% |
| 1Y | +61.8% | -43.4% | +105.2% | +68.9% |
| 3Y | +269.0% | -74.7% | +343.7% | +258.4% |
| 5Y | -33.5% | -96.3% | +62.8% | -8.8% |
| 10Y | +549.6% | +20.0% | +529.6% | +453.5% |
| All | +617.7% | -14.8% | +632.5% | +557.1% |
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