-26.3%
TWLO vs COO
-41.3%
+15.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +2.8% | -2.3% | +5.1% | +4.1% |
| 30D | -22.4% | +13.3% | -35.6% | -27.8% |
| 3M | -14.2% | -18.1% | +3.8% | -5.3% |
| 6M | +10.5% | +6.7% | +3.8% | +2.4% |
| YTD | +54.3% | -23.2% | +77.5% | +75.9% |
| 1Y | +68.0% | -12.3% | +80.3% | +74.3% |
| 3Y | +273.0% | -23.6% | +296.6% | +287.5% |
| 5Y | -26.3% | -38.7% | +12.4% | -6.8% |
| All | -26.3% | -41.3% | +15.0% | -6.8% |
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