+753.7%
NFLX vs TWLO
+871.2%
-117.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.1% | -2.2% | -4.6% |
| 7D | -4.2% | -2.0% | -2.2% | -3.8% |
| 30D | +5.5% | +20.6% | -15.1% | -0.3% |
| 3M | -4.1% | -1.5% | -2.5% | -5.0% |
| 6M | -20.7% | +89.4% | -110.1% | -35.1% |
| YTD | -16.5% | +63.8% | -80.3% | -29.4% |
| 1Y | -37.8% | +119.7% | -157.5% | -51.8% |
| 3Y | +77.9% | +256.1% | -178.2% | +13.8% |
| 5Y | +32.5% | -36.6% | +69.1% | +22.0% |
| 10Y | +703.6% | +304.3% | +399.2% | +328.5% |
| All | +753.7% | +871.2% | -117.5% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling