-16.3%
NOW vs TWLO
+272.8%
-289.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | -3.0% | -1.5% | -1.5% | -2.4% |
| 30D | -26.0% | -26.0% | 0.0% | -17.2% |
| 3M | -13.1% | +4.6% | -17.7% | -16.1% |
| 6M | +14.5% | +5.5% | +9.0% | +9.8% |
| YTD | -33.4% | +42.0% | -75.5% | -43.3% |
| 1Y | -40.6% | +58.5% | -99.1% | -51.2% |
| 3Y | -16.3% | +279.7% | -296.0% | -48.3% |
| All | -16.3% | +272.8% | -289.1% | -48.3% |
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