+89.4%
TWLO vs SNAP
+3.2%
+86.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.1% |
| 7D | -2.0% | +0.7% | -2.8% | -2.2% |
| 30D | +20.6% | +2.6% | +18.0% | +19.2% |
| 3M | -1.5% | -9.9% | +8.3% | +2.2% |
| 6M | +89.4% | +1.9% | +87.6% | +89.2% |
| All | +89.4% | +3.2% | +86.2% | +89.2% |
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