+582.2%
COST vs TWLO
+847.0%
-264.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -5.3% | -9.1% | +3.9% | -4.7% |
| 3M | -6.7% | +11.0% | -17.7% | -7.8% |
| 6M | -9.9% | +79.4% | -89.3% | -14.8% |
| YTD | +5.1% | +59.7% | -54.6% | +0.1% |
| 1Y | -7.3% | +112.3% | -119.6% | -14.1% |
| 3Y | +70.4% | +247.0% | -176.6% | +48.8% |
| 5Y | +104.4% | -35.6% | +140.0% | +94.2% |
| 10Y | +609.0% | +305.7% | +303.3% | +482.4% |
| All | +582.2% | +847.0% | -264.8% | +455.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling