-6.0%
SAP vs TWLO
+61.4%
-67.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.7% |
| 7D | -3.9% | +5.6% | -9.5% | -5.1% |
| 30D | +6.5% | -24.6% | +31.2% | +13.3% |
| 3M | +14.7% | -14.0% | +28.6% | +16.1% |
| 6M | +39.9% | +10.1% | +29.9% | +29.3% |
| YTD | -2.0% | +49.2% | -51.2% | -21.5% |
| 1Y | -6.0% | +65.2% | -71.2% | -25.6% |
| All | -6.0% | +61.4% | -67.4% | -25.6% |
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 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