+96.4%
SHOP vs TWLO
+246.1%
-149.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.0% | -5.7% |
| 7D | -10.6% | +0.2% | -10.8% | -10.7% |
| 30D | -18.3% | -9.1% | -9.1% | -14.8% |
| 3M | +14.8% | +11.0% | +3.8% | +7.3% |
| 6M | -5.0% | +79.4% | -84.4% | -32.9% |
| YTD | -21.2% | +59.7% | -81.0% | -41.4% |
| 1Y | -11.6% | +112.3% | -123.9% | -44.4% |
| All | +96.4% | +246.1% | -149.7% | -16.4% |
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