-39.7%
TWLO vs COMP
-52.8%
+13.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.7% |
| 7D | +5.6% | +8.9% | -3.3% | +2.9% |
| 30D | -24.6% | +14.0% | -38.6% | -27.6% |
| 3M | -14.0% | -21.1% | +7.2% | -9.4% |
| 6M | +10.1% | +20.1% | -10.0% | +1.7% |
| YTD | +49.2% | -5.0% | +54.2% | +42.8% |
| 1Y | +65.2% | +5.7% | +59.5% | +52.8% |
| 3Y | +260.7% | +412.2% | -151.6% | +82.0% |
| 5Y | -30.2% | -12.1% | -18.1% | -46.8% |
| All | -39.7% | -52.8% | +13.0% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling