+40.1%
PYPL vs TWLO
+312.8%
-272.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | -2.3% | -2.4% | +0.2% | -1.5% |
| 30D | -9.0% | -7.8% | -1.2% | -6.9% |
| 3M | +30.6% | +10.0% | +20.6% | +24.2% |
| 6M | +18.6% | +79.5% | -60.9% | -6.2% |
| YTD | -7.2% | +59.8% | -67.0% | -23.9% |
| 1Y | -19.3% | +121.7% | -140.9% | -41.0% |
| 3Y | -12.3% | +240.8% | -253.1% | -47.7% |
| 5Y | -80.9% | -33.6% | -47.3% | -82.7% |
| All | +40.1% | +312.8% | -272.7% | -25.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling