-47.4%
NKE vs TWLO
+123.2%
-170.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.9% |
| 7D | -2.0% | -2.0% | 0.0% | -2.0% |
| 30D | -8.6% | +20.6% | -29.2% | -8.9% |
| 3M | -11.0% | -1.5% | -9.5% | -10.9% |
| 6M | -33.2% | +89.4% | -122.7% | -35.5% |
| YTD | -38.1% | +63.8% | -101.9% | -40.3% |
| 1Y | -47.4% | +119.7% | -167.1% | -51.1% |
| All | -47.4% | +123.2% | -170.6% | -51.1% |
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