+790.9%
NOW vs TWLO
+298.6%
+492.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | +2.9% | -9.1% | +12.0% | +6.5% |
| 3M | +22.6% | +11.0% | +11.6% | +16.9% |
| 6M | +7.5% | +79.4% | -71.8% | -14.4% |
| YTD | -14.4% | +59.7% | -74.1% | -28.9% |
| 1Y | -29.8% | +112.3% | -142.1% | -48.0% |
| 3Y | +9.2% | +247.0% | -237.7% | -36.0% |
| 5Y | +0.8% | -35.6% | +36.4% | -4.6% |
| 10Y | +790.9% | +305.7% | +485.2% | +340.8% |
| All | +790.9% | +298.6% | +492.4% | +340.8% |
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