+337.5%
COP vs TWLO
+319.6%
+17.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.2% |
| 7D | +1.0% | -3.9% | +4.9% | +1.3% |
| 30D | +9.6% | -9.7% | +19.3% | +10.4% |
| 3M | +15.0% | +11.6% | +3.4% | +13.3% |
| 6M | +21.8% | +84.7% | -62.9% | +13.5% |
| YTD | +49.6% | +62.5% | -12.9% | +40.8% |
| 1Y | +49.9% | +121.7% | -71.8% | +36.2% |
| 3Y | +22.6% | +253.0% | -230.4% | +3.9% |
| 5Y | +193.6% | -32.5% | +226.1% | +184.1% |
| All | +337.5% | +319.6% | +17.9% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling