-39.8%
COIN vs TWLO
+123.2%
-163.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.2% |
| 7D | +3.4% | -2.0% | +5.4% | +4.2% |
| 30D | +23.2% | +20.6% | +2.6% | +14.9% |
| 3M | +12.5% | -1.5% | +14.0% | +12.4% |
| 6M | -11.6% | +89.4% | -101.1% | -38.0% |
| YTD | -18.4% | +63.8% | -82.1% | -39.6% |
| 1Y | -39.8% | +119.7% | -159.5% | -61.4% |
| All | -39.8% | +123.2% | -163.0% | -61.4% |
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 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