-21.5%
NKE vs TWLO
+863.4%
-885.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.2% |
| 7D | -5.5% | -3.9% | -1.7% | -5.0% |
| 30D | -10.4% | -9.7% | -0.7% | -9.3% |
| 3M | -15.8% | +11.6% | -27.4% | -17.7% |
| 6M | -33.4% | +84.7% | -118.1% | -40.2% |
| YTD | -41.0% | +62.5% | -103.5% | -46.2% |
| 1Y | -49.1% | +121.7% | -170.8% | -55.9% |
| 3Y | -59.8% | +253.0% | -312.8% | -68.4% |
| 5Y | -75.5% | -32.5% | -43.0% | -77.4% |
| 10Y | -23.5% | +312.7% | -336.2% | -45.8% |
| All | -21.5% | +863.4% | -885.0% | -49.1% |
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 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