+93.3%
SNOW vs TWLO
+246.3%
-153.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.5% |
| 7D | -2.4% | -2.4% | 0.0% | -1.4% |
| 30D | -1.0% | -7.8% | +6.8% | +2.9% |
| 3M | +36.9% | +10.0% | +26.8% | +28.8% |
| 6M | +83.4% | +79.5% | +3.9% | +32.9% |
| YTD | +50.0% | +59.8% | -9.9% | +14.7% |
| 1Y | +46.5% | +121.7% | -75.2% | -5.1% |
| 3Y | +93.3% | +240.8% | -147.5% | -0.9% |
| All | +93.3% | +246.3% | -153.0% | -0.9% |
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