+391.7%
APP vs TWLO
-38.3%
+430.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +3.6% |
| 7D | +0.9% | -2.0% | +2.9% | +1.5% |
| 30D | -23.3% | +20.6% | -43.9% | -31.0% |
| 3M | -42.6% | -1.5% | -41.1% | -43.7% |
| 6M | -33.6% | +89.4% | -123.0% | -53.9% |
| YTD | -52.4% | +63.8% | -116.2% | -64.7% |
| 1Y | -35.9% | +119.7% | -155.6% | -59.9% |
| 3Y | +642.2% | +256.1% | +386.1% | +224.4% |
| 5Y | +311.1% | -36.6% | +347.6% | +285.3% |
| All | +391.7% | -38.3% | +430.0% | +320.6% |
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