+57.9%
SAP vs TWLO
-35.4%
+93.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | -1.1% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | +2.6% | -6.4% | +9.0% | +3.8% |
| 3M | +16.3% | +6.3% | +10.0% | +14.1% |
| 6M | +6.4% | +76.4% | -70.0% | -6.2% |
| YTD | -11.4% | +58.8% | -70.2% | -20.4% |
| 1Y | -20.4% | +107.1% | -127.5% | -32.1% |
| 3Y | +56.5% | +245.0% | -188.5% | +17.9% |
| All | +57.9% | -35.4% | +93.4% | +38.0% |
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