+572.9%
TWLO vs COO
+41.1%
+531.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | +4.5% | +0.5% | +4.1% | +4.2% |
| 30D | -22.1% | +14.2% | -36.3% | -28.3% |
| 3M | -15.3% | -18.2% | +2.9% | -6.2% |
| 6M | +9.7% | +5.3% | +4.3% | +2.1% |
| YTD | +48.5% | -23.6% | +72.0% | +69.2% |
| 1Y | +70.3% | -12.7% | +83.0% | +76.9% |
| 3Y | +261.4% | -24.2% | +285.6% | +286.6% |
| 5Y | -30.6% | -40.0% | +9.4% | -12.1% |
| All | +572.9% | +41.1% | +531.8% | +400.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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