+10.2%
PYPL vs TWLO
+261.1%
-250.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +0.1% | +4.5% | -4.5% | -0.8% |
| 30D | +5.7% | -22.1% | +27.8% | +10.2% |
| 3M | -1.9% | -15.3% | +13.4% | -0.2% |
| 6M | +31.8% | +9.7% | +22.2% | +24.3% |
| YTD | +2.4% | +48.5% | -46.1% | -12.9% |
| 1Y | -8.2% | +70.3% | -78.6% | -24.9% |
| 3Y | +10.2% | +261.4% | -251.2% | -36.2% |
| All | +10.2% | +261.1% | -250.9% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling