+46.7%
PYPL vs TWLO
+841.6%
-794.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.0% | -0.2% | -2.3% |
| 7D | +1.7% | -1.2% | +2.9% | +2.1% |
| 30D | -9.7% | -6.4% | -3.4% | -8.2% |
| 3M | +29.2% | +6.3% | +22.9% | +24.4% |
| 6M | +13.9% | +76.4% | -62.6% | -8.5% |
| YTD | -8.1% | +58.8% | -66.9% | -23.9% |
| 1Y | -21.4% | +107.1% | -128.5% | -40.5% |
| 3Y | -11.8% | +245.0% | -256.8% | -46.3% |
| 5Y | -81.1% | -36.0% | -45.2% | -82.8% |
| 10Y | +36.9% | +293.2% | -256.3% | -20.6% |
| All | +46.7% | +841.6% | -794.9% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling