+0.9%
QCOM vs TWLO
+67.1%
-66.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.6% |
| 7D | +4.3% | +4.5% | -0.3% | +3.5% |
| 30D | -0.1% | -22.1% | +22.0% | +3.1% |
| 3M | +5.2% | -15.3% | +20.5% | +7.0% |
| 6M | -18.4% | +9.7% | -28.0% | -19.1% |
| YTD | +2.4% | +48.5% | -46.1% | -5.1% |
| 1Y | +0.9% | +70.3% | -69.4% | -12.3% |
| All | +0.9% | +67.1% | -66.2% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling