+272.2%
QCOM vs TWLO
+319.6%
-47.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | 0.0% |
| 7D | +4.9% | -3.9% | +8.8% | +5.7% |
| 30D | +9.3% | -9.7% | +19.0% | +11.2% |
| 3M | -7.0% | +11.6% | -18.6% | -9.7% |
| 6M | +32.0% | +84.7% | -52.7% | +14.6% |
| YTD | +5.0% | +62.5% | -57.5% | -7.0% |
| 1Y | +13.6% | +121.7% | -108.1% | -5.7% |
| 3Y | +77.6% | +253.0% | -175.4% | +30.3% |
| 5Y | +38.2% | -32.5% | +70.7% | +24.8% |
| All | +272.2% | +319.6% | -47.4% | +151.8% |
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 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