+14.6%
QCOM vs TWLO
-34.1%
+48.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.1% |
| 7D | +5.8% | -0.5% | +6.3% | +6.0% |
| 30D | -2.3% | -28.6% | +26.3% | +5.3% |
| 3M | +2.7% | -14.4% | +17.1% | +5.5% |
| 6M | -21.0% | +2.4% | -23.5% | -23.3% |
| YTD | +1.8% | +45.3% | -43.5% | -10.6% |
| 1Y | +2.4% | +61.8% | -59.4% | -12.5% |
| 3Y | +52.1% | +269.0% | -216.9% | -0.6% |
| 5Y | +14.6% | -33.5% | +48.1% | +13.6% |
| All | +14.6% | -34.1% | +48.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling