-6.8%
AVGO vs TWLO
+60.3%
-67.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -7.5% | -15.9% | +8.4% | -5.3% |
| 30D | -10.2% | -29.0% | +18.8% | -6.4% |
| 3M | -22.0% | +10.0% | -32.0% | -23.8% |
| 6M | -21.6% | +12.6% | -34.2% | -24.3% |
| YTD | -5.4% | +50.1% | -55.5% | -12.3% |
| 1Y | -6.8% | +64.3% | -71.1% | -19.1% |
| All | -6.8% | +60.3% | -67.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling