+43.1%
COF vs TWLO
-33.6%
+76.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | -5.1% | -2.4% | -2.7% | -4.7% |
| 30D | -6.0% | -7.8% | +1.8% | -4.7% |
| 3M | +14.8% | +10.0% | +4.8% | +11.6% |
| 6M | +15.3% | +79.5% | -64.1% | -0.6% |
| YTD | -13.0% | +59.8% | -72.9% | -23.6% |
| 1Y | -5.7% | +121.7% | -127.4% | -23.4% |
| 3Y | +118.1% | +240.8% | -122.7% | +55.7% |
| All | +43.1% | -33.6% | +76.7% | +19.0% |
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