+24.5%
COP vs TWLO
+246.1%
-221.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +11.7% | -9.1% | +20.9% | +12.2% |
| 3M | +17.7% | +11.0% | +6.7% | +16.7% |
| 6M | +18.3% | +79.4% | -61.1% | +12.8% |
| YTD | +49.1% | +59.7% | -10.7% | +43.3% |
| 1Y | +53.3% | +112.3% | -59.0% | +42.5% |
| All | +24.5% | +246.1% | -221.6% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling