+32.6%
NET vs TWLO
-32.2%
+64.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -16.4% | -15.9% | -0.5% | -6.5% |
| 30D | -25.8% | -29.0% | +3.2% | -7.4% |
| 3M | -11.5% | +10.0% | -21.6% | -20.2% |
| 6M | +18.9% | +12.6% | +6.4% | +3.6% |
| YTD | +35.2% | +50.1% | -14.9% | -7.0% |
| 1Y | +14.5% | +64.3% | -49.8% | -26.4% |
| 3Y | +313.8% | +294.6% | +19.2% | +18.3% |
| 5Y | +32.6% | -31.9% | +64.4% | +94.7% |
| All | +32.6% | -32.2% | +64.8% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling