+13.5%
QCOM vs TWLO
+107.9%
-94.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.8% | +1.3% |
| 7D | +4.4% | +0.2% | +4.2% | +4.3% |
| 30D | +9.4% | -9.1% | +18.5% | +10.5% |
| 3M | -13.7% | +11.0% | -24.7% | -15.3% |
| 6M | +28.9% | +79.4% | -50.5% | +14.3% |
| YTD | +4.7% | +59.7% | -55.0% | -5.2% |
| 1Y | +13.5% | +112.3% | -98.8% | -3.3% |
| All | +13.5% | +107.9% | -94.4% | -3.3% |
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