+10.5%
TWLO vs SNAP
-11.0%
+21.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +0.4% |
| 7D | +2.8% | -9.8% | +12.6% | +5.8% |
| 30D | -22.4% | -18.2% | -4.1% | -18.3% |
| 3M | -14.2% | -3.1% | -11.2% | -12.8% |
| 6M | +10.5% | -7.1% | +17.6% | +17.6% |
| All | +10.5% | -11.0% | +21.5% | +17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling