-35.7%
NFLX vs TWLO
+117.0%
-152.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +1.9% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | +4.3% | -7.8% | +12.1% | +4.8% |
| 3M | -4.8% | +10.0% | -14.8% | -5.5% |
| 6M | -18.4% | +79.5% | -97.9% | -24.1% |
| YTD | -17.4% | +59.8% | -77.3% | -22.8% |
| 1Y | -35.7% | +121.7% | -157.4% | -42.3% |
| All | -35.7% | +117.0% | -152.7% | -42.3% |
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 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