+3.6%
QCOM vs TWLO
+68.8%
-65.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.4% |
| 7D | +2.0% | +2.8% | -0.8% | +1.6% |
| 30D | +1.2% | -22.4% | +23.6% | +4.2% |
| 3M | +9.1% | -14.2% | +23.4% | +10.6% |
| 6M | -25.0% | +10.5% | -35.5% | -25.6% |
| YTD | +4.8% | +54.3% | -49.5% | -3.4% |
| 1Y | +3.6% | +68.0% | -64.4% | -7.6% |
| All | +3.6% | +68.8% | -65.2% | -7.6% |
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