+97.5%
CSCO vs TWLO
+261.1%
-163.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.8% | -6.2% |
| 7D | +1.9% | +4.5% | -2.6% | +1.4% |
| 30D | -15.8% | -22.1% | +6.3% | -13.8% |
| 3M | -15.4% | -15.3% | -0.1% | -14.4% |
| 6M | -5.4% | +9.7% | -15.1% | -7.5% |
| YTD | +26.5% | +48.5% | -22.0% | +18.8% |
| 1Y | +25.9% | +70.3% | -44.5% | +16.2% |
| 3Y | +97.5% | +261.4% | -163.9% | +47.4% |
| All | +97.5% | +261.1% | -163.6% | +47.4% |
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