+112.5%
NET vs TWLO
-36.3%
+148.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | +0.1% |
| 7D | -7.0% | -2.0% | -5.0% | -5.7% |
| 30D | -4.8% | +20.6% | -25.4% | -17.7% |
| 3M | +3.8% | -1.5% | +5.4% | +2.2% |
| 6M | +50.0% | +89.4% | -39.4% | -8.8% |
| YTD | +41.5% | +63.8% | -22.3% | -5.9% |
| 1Y | +32.8% | +119.7% | -86.9% | -29.0% |
| 3Y | +335.9% | +256.1% | +79.8% | +44.6% |
| All | +112.5% | -36.3% | +148.8% | +132.2% |
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