-33.8%
CMCSA vs TWLO
+252.1%
-285.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +2.2% |
| 7D | -5.6% | -3.9% | -1.7% | -5.3% |
| 30D | -1.9% | -9.7% | +7.8% | -1.1% |
| 3M | +6.4% | +11.6% | -5.2% | +5.1% |
| 6M | -16.9% | +84.7% | -101.6% | -22.4% |
| YTD | -6.8% | +62.5% | -69.3% | -11.9% |
| 1Y | -15.9% | +121.7% | -137.6% | -23.9% |
| All | -33.8% | +252.1% | -285.8% | -48.1% |
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 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