-15.6%
CMCSA vs TWLO
+117.0%
-132.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | -4.9% | -2.4% | -2.5% | -4.8% |
| 30D | -1.1% | -7.8% | +6.8% | -1.0% |
| 3M | +6.6% | +10.0% | -3.5% | +6.3% |
| 6M | -15.5% | +79.5% | -94.9% | -16.3% |
| YTD | -6.7% | +59.8% | -66.5% | -7.0% |
| 1Y | -15.6% | +121.7% | -137.3% | -17.7% |
| All | -15.6% | +117.0% | -132.6% | -17.7% |
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