+49.9%
COP vs TWLO
+115.0%
-65.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.4% |
| 7D | +1.0% | -3.9% | +4.9% | +0.9% |
| 30D | +9.6% | -9.7% | +19.3% | +9.5% |
| 3M | +15.0% | +11.6% | +3.4% | +15.3% |
| 6M | +21.8% | +84.7% | -62.9% | +23.5% |
| YTD | +49.6% | +62.5% | -12.9% | +51.6% |
| 1Y | +49.9% | +121.7% | -71.8% | +50.8% |
| All | +49.9% | +115.0% | -65.1% | +50.8% |
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