-27.8%
COIN vs TWLO
-33.6%
+5.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.7% |
| 7D | -5.1% | -2.4% | -2.7% | -3.8% |
| 30D | +17.6% | -7.8% | +25.4% | +23.1% |
| 3M | +9.2% | +10.0% | -0.8% | -0.2% |
| 6M | -11.8% | +79.5% | -91.2% | -44.1% |
| YTD | -22.5% | +59.8% | -82.3% | -47.6% |
| 1Y | -45.9% | +121.7% | -167.6% | -70.8% |
| 3Y | +117.4% | +240.8% | -123.4% | -22.0% |
| All | -27.8% | -33.6% | +5.8% | -41.3% |
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