+245.8%
QCOM vs TWLO
+606.2%
-360.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.3% |
| 7D | +2.0% | +2.8% | -0.8% | +1.5% |
| 30D | +1.2% | -22.4% | +23.6% | +6.2% |
| 3M | +9.1% | -14.2% | +23.4% | +11.7% |
| 6M | -25.0% | +10.5% | -35.5% | -27.9% |
| YTD | +4.8% | +54.3% | -49.5% | -6.8% |
| 1Y | +3.6% | +68.0% | -64.4% | -9.5% |
| 3Y | +51.5% | +273.0% | -221.5% | +8.9% |
| 5Y | +19.7% | -26.3% | +46.1% | +6.9% |
| 10Y | +245.8% | +595.4% | -349.6% | +120.1% |
| All | +245.8% | +606.2% | -360.4% | +120.1% |
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