+242.6%
QCOM vs TWLO
+566.1%
-323.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.5% |
| 7D | +4.3% | +4.5% | -0.3% | +3.4% |
| 30D | -0.1% | -22.1% | +22.0% | +4.8% |
| 3M | +5.2% | -15.3% | +20.5% | +8.0% |
| 6M | -18.4% | +9.7% | -28.0% | -21.4% |
| YTD | +2.4% | +48.5% | -46.1% | -8.3% |
| 1Y | +0.9% | +70.3% | -69.4% | -12.1% |
| 3Y | +48.4% | +261.4% | -213.0% | +7.3% |
| 5Y | +16.6% | -30.6% | +47.1% | +5.2% |
| All | +242.6% | +566.1% | -323.4% | +119.7% |
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