+135.9%
SHOP vs TWLO
+261.1%
-125.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -1.2% | +4.5% | -5.8% | -3.2% |
| 30D | -14.7% | -22.1% | +7.4% | -5.9% |
| 3M | -7.2% | -15.3% | +8.1% | -2.1% |
| 6M | +54.2% | +9.7% | +44.5% | +40.8% |
| YTD | -8.6% | +48.5% | -57.1% | -30.0% |
| 1Y | +0.5% | +70.3% | -69.8% | -28.3% |
| 3Y | +135.9% | +261.4% | -125.5% | +12.2% |
| All | +135.9% | +261.1% | -125.2% | +12.2% |
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 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