+301.0%
TWLO vs COO
+17.0%
+284.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.4% |
| 7D | -2.4% | -22.5% | +20.1% | +12.1% |
| 30D | -7.8% | -29.7% | +21.9% | +12.3% |
| 3M | +10.0% | -20.1% | +30.2% | +23.4% |
| 6M | +79.5% | -26.9% | +106.4% | +110.4% |
| YTD | +59.8% | -34.2% | +94.1% | +100.1% |
| 1Y | +121.7% | -21.3% | +142.9% | +144.4% |
| 3Y | +240.8% | -38.7% | +279.5% | +319.6% |
| 5Y | -33.6% | -52.2% | +18.6% | -3.5% |
| All | +301.0% | +17.0% | +284.0% | +239.6% |
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