-41.3%
TWLO vs COMP
-49.2%
+7.9%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +0.8% |
| 7D | -0.5% | +14.5% | -15.0% | -4.2% |
| 30D | -28.6% | +14.9% | -43.5% | -31.5% |
| 3M | -14.4% | -14.2% | -0.1% | -11.7% |
| 6M | +2.4% | +23.7% | -21.3% | -5.9% |
| YTD | +45.3% | +2.1% | +43.2% | +36.6% |
| 1Y | +61.8% | +26.2% | +35.6% | +42.5% |
| 3Y | +269.0% | +470.9% | -201.9% | +80.9% |
| 5Y | -33.5% | -14.0% | -19.4% | -49.0% |
| All | -41.3% | -49.2% | +7.9% | -49.5% |
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