-30.6%
TWLO vs COMP
-10.9%
-19.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.9% |
| 7D | +4.5% | 0.0% | +4.5% | +4.4% |
| 30D | -22.1% | +16.6% | -38.6% | -25.6% |
| 3M | -15.3% | -23.5% | +8.2% | -10.1% |
| 6M | +9.7% | +25.7% | -16.1% | 0.0% |
| YTD | +48.5% | -3.4% | +51.9% | +41.4% |
| 1Y | +70.3% | +7.6% | +62.8% | +56.6% |
| 3Y | +261.4% | +423.6% | -162.2% | +79.0% |
| All | -30.6% | -10.9% | -19.7% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling