+16.3%
CMCSA vs TWLO
+841.6%
-825.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.2% |
| 30D | +3.8% | -6.4% | +10.2% | +4.4% |
| 3M | +12.3% | +6.3% | +6.0% | +11.2% |
| 6M | -15.4% | +76.4% | -91.8% | -21.0% |
| YTD | -2.5% | +58.8% | -61.3% | -8.3% |
| 1Y | -13.4% | +107.1% | -120.5% | -21.0% |
| 3Y | -30.4% | +245.0% | -275.3% | -41.1% |
| 5Y | -45.0% | -36.0% | -9.1% | -48.2% |
| 10Y | +10.2% | +293.2% | -283.0% | -17.0% |
| All | +16.3% | +841.6% | -825.3% | -14.5% |
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