+107.1%
TWLO vs COMP
+11.9%
+95.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.3% | -2.7% |
| 7D | -1.2% | +4.1% | -5.3% | -1.5% |
| 30D | -6.4% | -14.5% | +8.2% | -5.1% |
| 3M | +6.3% | +41.8% | -35.5% | +2.7% |
| 6M | +76.4% | +23.6% | +52.9% | +73.8% |
| YTD | +58.8% | +1.7% | +57.1% | +63.0% |
| 1Y | +107.1% | +12.6% | +94.5% | +101.8% |
| All | +107.1% | +11.9% | +95.2% | +101.8% |
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