+327.1%
NET vs TWLO
+261.2%
+65.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | -0.3% |
| 7D | -7.0% | -2.0% | -5.0% | -5.9% |
| 30D | -4.8% | +20.6% | -25.4% | -14.9% |
| 3M | +3.8% | -1.5% | +5.4% | +3.3% |
| 6M | +50.0% | +89.4% | -39.4% | +0.8% |
| YTD | +41.5% | +63.8% | -22.3% | +2.5% |
| 1Y | +32.8% | +119.7% | -86.9% | -19.1% |
| All | +327.1% | +261.2% | +65.9% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling