+709.2%
TWLO vs COO
+67.7%
+641.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.2% |
| 7D | -2.0% | -2.2% | +0.2% | -0.6% |
| 30D | +20.6% | -7.0% | +27.6% | +26.1% |
| 3M | -1.5% | +12.2% | -13.8% | -9.5% |
| 6M | +89.4% | -15.1% | +104.5% | +106.4% |
| YTD | +63.8% | -15.1% | +78.9% | +78.4% |
| 1Y | +119.7% | +2.3% | +117.4% | +109.9% |
| 3Y | +256.1% | -23.7% | +279.8% | +291.9% |
| 5Y | -36.6% | -38.9% | +2.4% | -19.3% |
| 10Y | +304.3% | +49.9% | +254.4% | +213.1% |
| All | +709.2% | +67.7% | +641.5% | +515.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling