+17.6%
ABNB vs TWLO
-26.7%
+44.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.1% |
| 7D | -6.5% | -2.4% | -4.0% | -5.7% |
| 30D | -5.5% | -7.8% | +2.3% | -3.2% |
| 3M | +30.0% | +10.0% | +20.0% | +25.2% |
| 6M | +27.6% | +79.5% | -51.9% | +2.2% |
| YTD | +25.4% | +59.8% | -34.4% | +3.7% |
| 1Y | +38.3% | +121.7% | -83.4% | +1.1% |
| 3Y | +15.5% | +240.8% | -225.3% | -34.3% |
| 5Y | +3.0% | -33.6% | +36.6% | -6.0% |
| All | +17.6% | -26.7% | +44.3% | +1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling