+193.6%
COP vs TWLO
-34.2%
+227.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | +0.3% |
| 7D | +1.0% | -3.9% | +4.9% | +1.2% |
| 30D | +9.6% | -9.7% | +19.3% | +10.1% |
| 3M | +15.0% | +11.6% | +3.4% | +14.1% |
| 6M | +21.8% | +84.7% | -62.9% | +16.9% |
| YTD | +49.6% | +62.5% | -12.9% | +44.5% |
| 1Y | +49.9% | +121.7% | -71.8% | +41.5% |
| 3Y | +22.6% | +253.0% | -230.4% | +11.1% |
| 5Y | +193.6% | -32.5% | +226.1% | +168.0% |
| All | +193.6% | -34.2% | +227.8% | +168.0% |
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 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