-19.5%
SAP vs TWLO
+123.2%
-142.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | 0.0% |
| 7D | -2.9% | -2.0% | -0.9% | -2.4% |
| 30D | +9.0% | +20.6% | -11.6% | +2.6% |
| 3M | +14.9% | -1.5% | +16.5% | +14.7% |
| 6M | +11.9% | +89.4% | -77.5% | -10.4% |
| YTD | -9.9% | +63.8% | -73.7% | -25.3% |
| 1Y | -19.5% | +119.7% | -139.3% | -37.1% |
| All | -19.5% | +123.2% | -142.7% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling