+14.5%
NET vs TWLO
+60.3%
-45.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -16.4% | -15.9% | -0.5% | -9.0% |
| 30D | -25.8% | -29.0% | +3.2% | -12.6% |
| 3M | -11.5% | +10.0% | -21.6% | -16.1% |
| 6M | +18.9% | +12.6% | +6.4% | +10.1% |
| YTD | +35.2% | +50.1% | -14.9% | +3.6% |
| 1Y | +14.5% | +64.3% | -49.8% | -17.9% |
| All | +14.5% | +60.3% | -45.8% | -17.9% |
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