+520.8%
APP vs TWLO
-41.9%
+562.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.1% | +1.3% |
| 7D | +48.9% | +2.8% | +46.1% | +46.1% |
| 30D | +49.4% | -22.4% | +71.8% | +65.2% |
| 3M | +27.0% | -14.2% | +41.3% | +32.5% |
| 6M | -15.4% | +10.5% | -25.9% | -24.3% |
| YTD | -39.9% | +54.3% | -94.2% | -55.3% |
| 1Y | -32.0% | +68.0% | -100.0% | -51.5% |
| 3Y | +824.3% | +273.0% | +551.3% | +282.4% |
| 5Y | +252.4% | -26.3% | +278.8% | +210.9% |
| All | +520.8% | -41.9% | +562.7% | +433.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling