+301.0%
TWLO vs COPX
+583.8%
-282.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | -2.3% | -0.1% | -1.8% |
| 30D | -7.8% | +0.3% | -8.1% | -8.3% |
| 3M | +10.0% | +6.8% | +3.2% | +5.9% |
| 6M | +79.5% | +7.9% | +71.5% | +69.1% |
| YTD | +59.8% | +23.7% | +36.1% | +39.2% |
| 1Y | +121.7% | +71.5% | +50.1% | +66.6% |
| 3Y | +240.8% | +149.1% | +91.7% | +110.0% |
| 5Y | -33.6% | +167.3% | -200.9% | -61.4% |
| All | +301.0% | +583.8% | -282.8% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling