-19.0%
PYPL vs TWLO
+123.2%
-142.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -2.8% |
| 7D | +2.4% | -2.0% | +4.4% | +2.7% |
| 30D | -5.1% | +20.6% | -25.7% | -8.3% |
| 3M | +28.6% | -1.5% | +30.1% | +29.3% |
| 6M | +17.9% | +89.4% | -71.5% | -4.3% |
| YTD | -5.3% | +63.8% | -69.1% | -20.5% |
| 1Y | -19.0% | +119.7% | -138.8% | -38.2% |
| All | -19.0% | +123.2% | -142.2% | -38.2% |
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