+44.2%
ABNB vs TWLO
+60.3%
-16.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.8% | +5.7% |
| 7D | +6.2% | -15.9% | +22.1% | +10.0% |
| 30D | +7.5% | -29.0% | +36.5% | +15.4% |
| 3M | +17.6% | +10.0% | +7.6% | +10.9% |
| 6M | +27.0% | +12.6% | +14.4% | +18.1% |
| YTD | +30.0% | +50.1% | -20.1% | +9.1% |
| 1Y | +44.2% | +64.3% | -20.1% | +17.0% |
| All | +44.2% | +60.3% | -16.1% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling