+892.4%
APP vs TWLO
+272.8%
+619.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.3% | +9.7% |
| 7D | +71.2% | -1.5% | +72.7% | +71.1% |
| 30D | +39.1% | -26.0% | +65.1% | +50.1% |
| 3M | +16.5% | +4.6% | +12.0% | +12.6% |
| 6M | -16.6% | +5.5% | -22.1% | -20.6% |
| YTD | -41.9% | +42.0% | -84.0% | -50.6% |
| 1Y | -37.0% | +58.5% | -95.5% | -48.2% |
| 3Y | +892.4% | +279.7% | +612.8% | +354.4% |
| All | +892.4% | +272.8% | +619.6% | +354.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling