+662.3%
TWLO vs COO
+51.7%
+610.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.0% |
| 7D | +2.8% | -2.3% | +5.1% | +4.2% |
| 30D | -22.4% | +13.3% | -35.6% | -28.2% |
| 3M | -14.2% | -18.1% | +3.8% | -5.2% |
| 6M | +10.5% | +6.7% | +3.8% | +2.2% |
| YTD | +54.3% | -23.2% | +77.5% | +75.0% |
| 1Y | +68.0% | -12.3% | +80.3% | +74.0% |
| 3Y | +273.0% | -23.6% | +296.6% | +296.9% |
| 5Y | -26.3% | -38.7% | +12.4% | -8.3% |
| 10Y | +595.4% | +42.2% | +553.2% | +454.3% |
| All | +662.3% | +51.7% | +610.7% | +504.3% |
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