+407.5%
CSCO vs TWLO
+871.2%
-463.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +0.9% |
| 7D | -0.7% | -2.0% | +1.4% | -0.5% |
| 30D | -10.1% | +20.6% | -30.7% | -12.6% |
| 3M | -15.7% | -1.5% | -14.1% | -16.0% |
| 6M | +36.3% | +89.4% | -53.2% | +24.3% |
| YTD | +43.8% | +63.8% | -20.0% | +33.2% |
| 1Y | +63.9% | +119.7% | -55.8% | +45.8% |
| 3Y | +104.4% | +256.1% | -151.8% | +66.6% |
| 5Y | +111.4% | -36.6% | +147.9% | +102.8% |
| 10Y | +361.7% | +304.3% | +57.3% | +208.9% |
| All | +407.5% | +871.2% | -463.7% | +215.8% |
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