+70.3%
TWLO vs COO
-12.3%
+82.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | +4.5% | +0.5% | +4.1% | +4.5% |
| 30D | -22.1% | +14.2% | -36.3% | -22.7% |
| 3M | -15.3% | -18.2% | +2.9% | -13.1% |
| 6M | +9.7% | +5.3% | +4.3% | +9.4% |
| YTD | +48.5% | -23.6% | +72.0% | +63.4% |
| 1Y | +70.3% | -12.7% | +83.0% | +81.1% |
| All | +70.3% | -12.3% | +82.6% | +81.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling