-35.6%
TWLO vs COO
-44.2%
+8.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.2% | +6.8% | +4.2% |
| 7D | +0.2% | -9.0% | +9.2% | +5.7% |
| 30D | -9.1% | -16.8% | +7.7% | +0.9% |
| 3M | +11.0% | -7.5% | +18.5% | +15.3% |
| 6M | +79.4% | -16.3% | +95.6% | +96.7% |
| YTD | +59.7% | -22.5% | +82.3% | +83.7% |
| 1Y | +112.3% | -7.0% | +119.3% | +114.3% |
| 3Y | +247.0% | -27.5% | +274.4% | +287.6% |
| 5Y | -35.6% | -43.3% | +7.7% | -13.7% |
| All | -35.6% | -44.2% | +8.6% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling