+359.9%
CSCO vs TWLO
+319.6%
+40.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.0% |
| 7D | -1.1% | -3.9% | +2.8% | -0.6% |
| 30D | -10.8% | -9.7% | -1.1% | -9.8% |
| 3M | -9.2% | +11.6% | -20.8% | -11.0% |
| 6M | +39.5% | +84.7% | -45.1% | +27.5% |
| YTD | +41.5% | +62.5% | -21.0% | +31.0% |
| 1Y | +61.0% | +121.7% | -60.7% | +42.6% |
| 3Y | +105.2% | +253.0% | -147.8% | +66.7% |
| 5Y | +113.4% | -32.5% | +145.9% | +103.3% |
| All | +359.9% | +319.6% | +40.2% | +197.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling