-26.4%
APP vs TWLO
+67.1%
-93.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.0% |
| 7D | +4.6% | +4.5% | 0.0% | +3.5% |
| 30D | +56.0% | -22.1% | +78.1% | +65.7% |
| 3M | +30.8% | -15.3% | +46.2% | +35.1% |
| 6M | -9.8% | +9.7% | -19.5% | -15.0% |
| YTD | -39.3% | +48.5% | -87.8% | -54.0% |
| 1Y | -26.4% | +70.3% | -96.8% | -45.2% |
| All | -26.4% | +67.1% | -93.5% | -45.2% |
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