+506.3%
NOW vs TWLO
+546.4%
-40.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.7% | -6.7% | -4.4% |
| 7D | -8.7% | +0.2% | -9.0% | -8.9% |
| 30D | -29.3% | -26.0% | -3.3% | -21.0% |
| 3M | -21.8% | -14.3% | -7.5% | -18.0% |
| 6M | +9.2% | +6.2% | +3.0% | +4.5% |
| YTD | -35.0% | +50.6% | -85.6% | -45.6% |
| 1Y | -42.5% | +64.0% | -106.5% | -53.5% |
| 3Y | -21.5% | +264.1% | -285.6% | -55.9% |
| 5Y | -25.8% | -27.9% | +2.2% | -32.0% |
| 10Y | +506.3% | +580.0% | -73.7% | +176.9% |
| All | +506.3% | +546.4% | -40.0% | +176.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling