+52.0%
SNOW vs TWLO
+123.2%
-71.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.0% |
| 7D | +2.8% | -2.0% | +4.8% | +4.0% |
| 30D | +6.4% | +20.6% | -14.2% | -2.9% |
| 3M | +38.1% | -1.5% | +39.6% | +38.5% |
| 6M | +100.4% | +89.4% | +11.0% | +39.0% |
| YTD | +53.7% | +63.8% | -10.1% | +12.5% |
| 1Y | +52.0% | +119.7% | -67.8% | -1.4% |
| All | +52.0% | +123.2% | -71.3% | -1.4% |
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 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