+75.7%
SAP vs TWLO
-26.8%
+102.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.3% |
| 7D | -2.5% | +2.8% | -5.3% | -3.1% |
| 30D | +7.5% | -22.4% | +29.8% | +12.1% |
| 3M | +11.6% | -14.2% | +25.9% | +13.6% |
| 6M | +37.6% | +10.5% | +27.1% | +31.9% |
| YTD | -2.0% | +54.3% | -56.3% | -12.7% |
| 1Y | -6.4% | +68.0% | -74.4% | -18.0% |
| 3Y | +67.7% | +273.0% | -205.3% | +22.5% |
| 5Y | +75.7% | -26.3% | +102.1% | +51.2% |
| All | +75.7% | -26.8% | +102.6% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling