-4.9%
SHOP vs TWLO
+60.3%
-65.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.5% | +7.4% |
| 7D | -9.0% | -15.9% | +6.8% | -3.9% |
| 30D | -4.4% | -29.0% | +24.6% | +6.6% |
| 3M | +24.1% | +10.0% | +14.1% | +17.8% |
| 6M | +20.0% | +12.6% | +7.4% | +11.0% |
| YTD | -4.9% | +50.1% | -55.0% | -26.4% |
| 1Y | -4.9% | +64.3% | -69.2% | -32.3% |
| All | -4.9% | +60.3% | -65.2% | -32.3% |
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 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