+527.5%
APP vs TWLO
-44.1%
+571.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +4.6% | +4.5% | 0.0% | +2.5% |
| 30D | +56.0% | -22.1% | +78.1% | +72.2% |
| 3M | +30.8% | -15.3% | +46.2% | +37.1% |
| 6M | -9.8% | +9.7% | -19.5% | -19.0% |
| YTD | -39.3% | +48.5% | -87.8% | -54.0% |
| 1Y | -26.4% | +70.3% | -96.8% | -48.0% |
| 3Y | +887.9% | +261.4% | +626.5% | +313.9% |
| 5Y | +264.1% | -30.6% | +294.7% | +228.9% |
| All | +527.5% | -44.1% | +571.5% | +448.5% |
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