-37.8%
NFLX vs TWLO
+123.2%
-161.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.1% | -2.2% | -5.2% |
| 7D | -4.2% | -2.0% | -2.2% | -4.1% |
| 30D | +5.5% | +20.6% | -15.1% | +4.1% |
| 3M | -4.1% | -1.5% | -2.5% | -4.1% |
| 6M | -20.7% | +89.4% | -110.1% | -26.7% |
| YTD | -16.5% | +63.8% | -80.3% | -22.1% |
| 1Y | -37.8% | +119.7% | -157.5% | -44.4% |
| All | -37.8% | +123.2% | -161.0% | -44.4% |
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