+240.8%
TWLO vs SOUN
+172.2%
+68.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -2.4% | -7.1% | +4.7% | -1.7% |
| 30D | -7.8% | -15.4% | +7.6% | -6.3% |
| 3M | +10.0% | -10.6% | +20.6% | +11.1% |
| 6M | +79.5% | -19.6% | +99.1% | +82.8% |
| YTD | +59.8% | -37.2% | +97.0% | +64.8% |
| 1Y | +121.7% | -57.1% | +178.7% | +133.2% |
| 3Y | +240.8% | +178.2% | +62.6% | +246.6% |
| All | +240.8% | +172.2% | +68.6% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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