+32.8%
NET vs TWLO
+123.2%
-90.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | -0.4% |
| 7D | -7.0% | -2.0% | -5.0% | -6.0% |
| 30D | -4.8% | +20.6% | -25.4% | -14.0% |
| 3M | +3.8% | -1.5% | +5.4% | +4.3% |
| 6M | +50.0% | +89.4% | -39.4% | +0.5% |
| YTD | +41.5% | +63.8% | -22.3% | +2.9% |
| 1Y | +32.8% | +119.7% | -86.9% | -19.4% |
| All | +32.8% | +123.2% | -90.4% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling