+358.8%
APP vs TWLO
-37.0%
+395.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.4% | -1.3% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | -10.0% | -6.4% | -3.7% | -8.0% |
| 3M | -44.6% | +6.3% | -50.9% | -47.5% |
| 6M | -37.9% | +76.4% | -114.3% | -55.4% |
| YTD | -53.7% | +58.8% | -112.5% | -65.2% |
| 1Y | -43.0% | +107.1% | -150.1% | -63.3% |
| 3Y | +640.8% | +245.0% | +395.8% | +227.7% |
| 5Y | +358.8% | -36.0% | +394.8% | +309.7% |
| All | +358.8% | -37.0% | +395.8% | +309.7% |
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