-14.8%
PYPL vs TWLO
+246.1%
-260.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -11.5% | -9.1% | -2.3% | -9.7% |
| 3M | +26.1% | +11.0% | +15.2% | +21.6% |
| 6M | +13.7% | +79.4% | -65.7% | -6.6% |
| YTD | -9.8% | +59.7% | -69.6% | -23.7% |
| 1Y | -22.1% | +112.3% | -134.4% | -39.6% |
| All | -14.8% | +246.1% | -260.9% | -49.0% |
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