-15.1%
SNPS vs TWLO
+244.1%
-259.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.4% |
| 7D | -5.5% | -1.2% | -4.3% | -5.2% |
| 30D | -5.8% | -6.4% | +0.6% | -4.2% |
| 3M | -17.2% | +6.3% | -23.5% | -19.3% |
| 6M | -10.4% | +76.4% | -86.8% | -25.9% |
| YTD | -16.5% | +58.8% | -75.3% | -29.3% |
| 1Y | -35.6% | +107.1% | -142.7% | -49.4% |
| All | -15.1% | +244.1% | -259.2% | -41.2% |
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