-5.9%
SAP vs TWLO
+60.3%
-66.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.4% | +4.3% |
| 7D | +1.3% | -15.9% | +17.2% | +5.2% |
| 30D | +15.5% | -29.0% | +44.6% | +25.0% |
| 3M | +22.8% | +10.0% | +12.8% | +14.7% |
| 6M | +42.5% | +12.6% | +29.9% | +30.8% |
| YTD | +0.5% | +50.1% | -49.6% | -19.3% |
| 1Y | -5.9% | +64.3% | -70.2% | -25.7% |
| All | -5.9% | +60.3% | -66.2% | -25.7% |
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