+301.3%
QCOM vs TWLO
+871.2%
-569.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.7% |
| 7D | +3.3% | -2.0% | +5.3% | +3.7% |
| 30D | +7.7% | +20.6% | -12.9% | +3.5% |
| 3M | -30.1% | -1.5% | -28.5% | -30.4% |
| 6M | +22.8% | +89.4% | -66.6% | +6.6% |
| YTD | +0.2% | +63.8% | -63.6% | -11.0% |
| 1Y | +7.9% | +119.7% | -111.9% | -9.7% |
| 3Y | +55.8% | +256.1% | -200.3% | +15.4% |
| 5Y | +30.1% | -36.6% | +66.6% | +18.7% |
| 10Y | +248.9% | +304.3% | -55.4% | +136.7% |
| All | +301.3% | +871.2% | -569.9% | +155.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling