-12.8%
SHOP vs TWLO
-33.6%
+20.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.7% |
| 7D | -11.2% | -2.4% | -8.8% | -9.9% |
| 30D | -14.4% | -7.8% | -6.6% | -10.4% |
| 3M | +16.6% | +10.0% | +6.6% | +6.7% |
| 6M | -0.6% | +79.5% | -80.0% | -35.7% |
| YTD | -20.0% | +59.8% | -79.8% | -44.9% |
| 1Y | -11.2% | +121.7% | -132.9% | -51.5% |
| 3Y | +99.5% | +240.8% | -141.3% | -25.5% |
| All | -12.8% | -33.6% | +20.8% | -24.7% |
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