+68.5%
COST vs TWLO
+246.3%
-177.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | -1.2% | -2.4% | +1.2% | -1.1% |
| 30D | -4.7% | -7.8% | +3.1% | -4.4% |
| 3M | -7.1% | +10.0% | -17.2% | -7.7% |
| 6M | -8.5% | +79.5% | -88.0% | -12.2% |
| YTD | +5.4% | +59.8% | -54.5% | +1.8% |
| 1Y | -5.6% | +121.7% | -127.3% | -11.7% |
| 3Y | +68.5% | +240.8% | -172.3% | +43.6% |
| All | +68.5% | +246.3% | -177.8% | +43.6% |
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