+27.0%
NFLX vs TWLO
-35.3%
+62.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | -8.1% | +0.2% | -8.3% | -8.2% |
| 30D | -0.3% | -9.1% | +8.8% | +1.9% |
| 3M | -6.6% | +11.0% | -17.6% | -10.5% |
| 6M | -22.7% | +79.4% | -102.0% | -37.4% |
| YTD | -18.9% | +59.7% | -78.6% | -32.3% |
| 1Y | -39.8% | +112.3% | -152.1% | -54.6% |
| 3Y | +71.7% | +247.0% | -175.3% | +0.1% |
| All | +27.0% | -35.3% | +62.3% | +20.3% |
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 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