-46.7%
CMCSA vs TWLO
-34.2%
-12.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +2.2% |
| 7D | -5.6% | -3.9% | -1.7% | -5.2% |
| 30D | -1.9% | -9.7% | +7.8% | -0.9% |
| 3M | +6.4% | +11.6% | -5.2% | +4.6% |
| 6M | -16.9% | +84.7% | -101.6% | -23.8% |
| YTD | -6.8% | +62.5% | -69.3% | -13.4% |
| 1Y | -15.9% | +121.7% | -137.6% | -25.3% |
| 3Y | -33.4% | +253.0% | -286.4% | -46.1% |
| 5Y | -46.7% | -32.5% | -14.2% | -51.4% |
| All | -46.7% | -34.2% | -12.5% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling