+68.4%
SAP vs TWLO
+261.1%
-192.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | +0.6% | +4.5% | -3.9% | -0.4% |
| 30D | +6.5% | -22.1% | +28.6% | +11.6% |
| 3M | +12.2% | -15.3% | +27.6% | +14.4% |
| 6M | +46.1% | +9.7% | +36.4% | +38.8% |
| YTD | -1.6% | +48.5% | -50.1% | -13.8% |
| 1Y | -5.1% | +70.3% | -75.5% | -19.1% |
| 3Y | +68.4% | +261.4% | -193.1% | +17.3% |
| All | +68.4% | +261.1% | -192.7% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling