+339.7%
AVGO vs TWLO
+246.1%
+93.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -0.8% | +0.2% | -1.0% | -1.0% |
| 30D | -13.7% | -9.1% | -4.6% | -11.9% |
| 3M | -6.9% | +11.0% | -17.9% | -10.3% |
| 6M | +5.8% | +79.4% | -73.6% | -12.5% |
| YTD | +5.7% | +59.7% | -54.1% | -10.1% |
| 1Y | +9.0% | +112.3% | -103.3% | -16.0% |
| All | +339.7% | +246.1% | +93.6% | +186.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling