+210.3%
SAP vs TWLO
+871.2%
-660.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.4% |
| 7D | -2.9% | -2.0% | -0.9% | -2.6% |
| 30D | +9.0% | +20.6% | -11.6% | +5.2% |
| 3M | +14.9% | -1.5% | +16.5% | +14.5% |
| 6M | +11.9% | +89.4% | -77.5% | -0.5% |
| YTD | -9.9% | +63.8% | -73.7% | -18.0% |
| 1Y | -19.5% | +119.7% | -139.3% | -30.4% |
| 3Y | +61.8% | +256.1% | -194.3% | +26.6% |
| 5Y | +56.2% | -36.6% | +92.7% | +46.5% |
| 10Y | +180.6% | +304.3% | -123.7% | +93.0% |
| All | +210.3% | +871.2% | -660.9% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling