-81.0%
PYPL vs TWLO
-34.2%
-46.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.6% |
| 7D | -5.9% | -3.9% | -2.1% | -4.7% |
| 30D | -9.4% | -9.7% | +0.3% | -6.6% |
| 3M | +31.3% | +11.6% | +19.7% | +23.9% |
| 6M | +19.1% | +84.7% | -65.6% | -9.1% |
| YTD | -7.9% | +62.5% | -70.4% | -26.5% |
| 1Y | -17.9% | +121.7% | -139.6% | -42.2% |
| 3Y | -11.6% | +253.0% | -264.6% | -52.2% |
| 5Y | -81.0% | -32.5% | -48.5% | -82.6% |
| All | -81.0% | -34.2% | -46.9% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling