+252.2%
NEE vs TWLO
+841.6%
-589.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.7% |
| 7D | +1.1% | -1.2% | +2.3% | +1.1% |
| 30D | -0.2% | -6.4% | +6.2% | +0.1% |
| 3M | +0.5% | +6.3% | -5.7% | -0.1% |
| 6M | -6.5% | +76.4% | -83.0% | -10.5% |
| YTD | +6.7% | +58.8% | -52.1% | +2.7% |
| 1Y | +23.6% | +107.1% | -83.5% | +16.5% |
| 3Y | +37.1% | +245.0% | -207.8% | +22.7% |
| 5Y | +10.9% | -36.0% | +46.9% | +6.7% |
| 10Y | +245.4% | +293.2% | -47.8% | +208.5% |
| All | +252.2% | +841.6% | -589.4% | +216.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 all: compounded portfolio wealth divided by compounded TWLO 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…
all analysis · Full analysis span regression · 6 months rolling