+2,843.4%
AVGO vs TWLO
+871.2%
+1,972.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.8% |
| 7D | -3.0% | -2.0% | -0.9% | -2.7% |
| 30D | -14.4% | +20.6% | -35.0% | -18.2% |
| 3M | -14.4% | -1.5% | -12.9% | -15.0% |
| 6M | +13.1% | +89.4% | -76.3% | -3.0% |
| YTD | +3.8% | +63.8% | -60.0% | -8.8% |
| 1Y | +17.8% | +119.7% | -102.0% | -3.2% |
| 3Y | +325.3% | +256.1% | +69.1% | +209.4% |
| 5Y | +689.9% | -36.6% | +726.5% | +637.0% |
| 10Y | +2,597.0% | +304.3% | +2,292.7% | +1,574.2% |
| All | +2,843.4% | +871.2% | +1,972.2% | +1,531.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling