+64.3%
TWLO vs COMP
+23.8%
+40.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.7% | -7.9% | -0.8% |
| 7D | -15.9% | +9.5% | -25.4% | -16.5% |
| 30D | -29.0% | +8.1% | -37.1% | -29.5% |
| 3M | +10.0% | -16.3% | +26.4% | +11.2% |
| 6M | +12.6% | +42.2% | -29.6% | +8.2% |
| YTD | +50.1% | -5.0% | +55.1% | +57.5% |
| 1Y | +64.3% | +20.1% | +44.2% | +61.1% |
| All | +64.3% | +23.8% | +40.5% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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