+70.3%
TWLO vs SNAP
-41.2%
+111.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.8% |
| 7D | +4.5% | +6.0% | -1.5% | +2.2% |
| 30D | -22.1% | -13.8% | -8.3% | -17.7% |
| 3M | -15.3% | -0.8% | -14.6% | -15.5% |
| 6M | +9.7% | -6.2% | +15.9% | +11.3% |
| YTD | +48.5% | -34.8% | +83.3% | +87.9% |
| 1Y | +70.3% | -38.7% | +109.0% | +124.8% |
| All | +70.3% | -41.2% | +111.5% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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