+245.0%
TWLO vs SN
+430.5%
-185.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.1% | -3.3% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -6.4% | -5.6% | -0.8% | -5.1% |
| 3M | +6.3% | +48.1% | -41.8% | -3.0% |
| 6M | +76.4% | +57.6% | +18.8% | +57.7% |
| YTD | +58.8% | +56.5% | +2.3% | +41.6% |
| 1Y | +107.1% | +52.6% | +54.5% | +85.7% |
| 3Y | +245.0% | +412.0% | -167.0% | +118.8% |
| All | +245.0% | +430.5% | -185.5% | +118.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling