+1.5%
ABNB vs TWLO
-34.2%
+35.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -9.5% | -3.9% | -5.6% | -8.3% |
| 30D | -9.4% | -9.7% | +0.3% | -6.5% |
| 3M | +29.9% | +11.6% | +18.3% | +24.4% |
| 6M | +26.6% | +84.7% | -58.1% | +0.3% |
| YTD | +23.5% | +62.5% | -39.0% | +1.5% |
| 1Y | +35.8% | +121.7% | -85.9% | -0.9% |
| 3Y | +15.0% | +253.0% | -238.0% | -36.2% |
| 5Y | +1.5% | -32.5% | +34.0% | -7.9% |
| All | +1.5% | -34.2% | +35.7% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling