+235.4%
SAP vs TWLO
+569.2%
-333.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.5% |
| 7D | -3.9% | +5.6% | -9.5% | -4.8% |
| 30D | +6.5% | -24.6% | +31.2% | +11.2% |
| 3M | +14.7% | -14.0% | +28.6% | +16.4% |
| 6M | +39.9% | +10.1% | +29.9% | +35.1% |
| YTD | -2.0% | +49.2% | -51.2% | -10.7% |
| 1Y | -6.0% | +65.2% | -71.2% | -15.9% |
| 3Y | +67.7% | +260.7% | -193.0% | +28.1% |
| 5Y | +78.8% | -30.2% | +109.0% | +64.8% |
| All | +235.4% | +569.2% | -333.9% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling