-39.8%
NOW vs TWLO
+67.1%
-106.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +0.3% | +4.5% | -4.3% | -1.9% |
| 30D | -27.0% | -22.1% | -4.9% | -18.0% |
| 3M | -19.6% | -15.3% | -4.3% | -14.7% |
| 6M | +17.5% | +9.7% | +7.8% | +7.0% |
| YTD | -33.3% | +48.5% | -81.7% | -51.3% |
| 1Y | -39.8% | +70.3% | -110.2% | -57.5% |
| All | -39.8% | +67.1% | -106.9% | -57.5% |
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