+119.7%
TWLO vs SNY
+2.0%
+117.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -2.0% | -1.3% | -0.7% | -2.1% |
| 30D | +20.6% | +3.4% | +17.2% | +20.7% |
| 3M | -1.5% | -0.3% | -1.2% | -1.7% |
| 6M | +89.4% | +1.0% | +88.4% | +88.9% |
| YTD | +63.8% | -3.6% | +67.4% | +63.7% |
| 1Y | +119.7% | +3.0% | +116.7% | +110.6% |
| All | +119.7% | +2.0% | +117.7% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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