+2,770.9%
AVGO vs TWLO
+312.8%
+2,458.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.7% |
| 7D | +1.1% | -2.4% | +3.6% | +1.6% |
| 30D | -13.0% | -7.8% | -5.2% | -11.6% |
| 3M | -6.0% | +10.0% | -16.0% | -8.7% |
| 6M | +6.4% | +79.5% | -73.1% | -8.2% |
| YTD | +5.0% | +59.8% | -54.9% | -7.6% |
| 1Y | +1.4% | +121.7% | -120.3% | -17.3% |
| 3Y | +336.8% | +240.8% | +96.0% | +217.8% |
| 5Y | +698.2% | -33.6% | +731.8% | +638.2% |
| All | +2,770.9% | +312.8% | +2,458.2% | +1,629.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling