+121.7%
TWLO vs SN
+38.1%
+83.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -2.4% | -7.3% | +4.8% | -1.4% |
| 30D | -7.8% | -13.6% | +5.8% | -5.9% |
| 3M | +10.0% | +18.6% | -8.6% | +9.7% |
| 6M | +79.5% | +46.0% | +33.5% | +75.6% |
| YTD | +59.8% | +43.7% | +16.1% | +56.8% |
| 1Y | +121.7% | +39.2% | +82.5% | +149.5% |
| All | +121.7% | +38.1% | +83.6% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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