-5.1%
COF vs TWLO
+60.3%
-65.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +0.7% | -15.9% | +16.6% | +1.3% |
| 30D | +5.7% | -29.0% | +34.8% | +7.0% |
| 3M | -6.7% | +10.0% | -16.7% | -7.9% |
| 6M | +9.5% | +12.6% | -3.1% | +7.4% |
| YTD | -13.9% | +50.1% | -64.0% | -21.2% |
| 1Y | -5.1% | +64.3% | -69.3% | -16.6% |
| All | -5.1% | +60.3% | -65.4% | -16.6% |
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