+17.9%
NOW vs TWLO
+259.3%
-241.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -1.8% |
| 7D | -2.4% | -2.0% | -0.4% | -1.6% |
| 30D | +20.5% | +20.6% | -0.1% | +11.3% |
| 3M | +18.3% | -1.5% | +19.9% | +18.0% |
| 6M | +24.1% | +89.4% | -65.4% | -3.9% |
| YTD | -7.8% | +63.8% | -71.6% | -25.1% |
| 1Y | -21.4% | +119.7% | -141.1% | -42.6% |
| All | +17.9% | +259.3% | -241.4% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling