-45.3%
APP vs TWLO
+107.9%
-153.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.3% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -10.0% | -9.1% | -0.9% | -8.3% |
| 3M | -41.4% | +11.0% | -52.4% | -43.4% |
| 6M | -41.0% | +79.4% | -120.4% | -51.4% |
| YTD | -54.7% | +59.7% | -114.4% | -63.1% |
| 1Y | -45.3% | +112.3% | -157.7% | -53.2% |
| All | -45.3% | +107.9% | -153.2% | -53.2% |
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