-34.6%
SNPS vs TWLO
+123.2%
-157.8%
-38.9%
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% | -4.5% |
| 7D | -11.0% | -2.0% | -9.0% | -10.5% |
| 30D | -1.7% | +20.6% | -22.3% | -7.7% |
| 3M | -20.4% | -1.5% | -18.8% | -20.3% |
| 6M | -8.6% | +89.4% | -98.0% | -30.6% |
| YTD | -16.2% | +63.8% | -79.9% | -33.2% |
| 1Y | -34.6% | +119.7% | -154.3% | -54.6% |
| All | -34.6% | +123.2% | -157.8% | -54.6% |
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