+63.9%
CSCO vs TWLO
+123.2%
-59.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +0.8% |
| 7D | -0.7% | -2.0% | +1.4% | -0.5% |
| 30D | -10.1% | +20.6% | -30.7% | -11.9% |
| 3M | -15.7% | -1.5% | -14.1% | -15.8% |
| 6M | +36.3% | +89.4% | -53.2% | +28.8% |
| YTD | +43.8% | +63.8% | -20.0% | +37.2% |
| 1Y | +63.9% | +119.7% | -55.8% | +52.7% |
| All | +63.9% | +123.2% | -59.3% | +52.7% |
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