+2.6%
NOW vs TWLO
-37.0%
+39.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.0% | -1.9% | -3.8% |
| 7D | -6.1% | -1.2% | -4.9% | -5.5% |
| 30D | +7.5% | -6.4% | +13.8% | +10.3% |
| 3M | +17.5% | +6.3% | +11.3% | +13.7% |
| 6M | +7.9% | +76.4% | -68.5% | -15.1% |
| YTD | -12.4% | +58.8% | -71.2% | -28.3% |
| 1Y | -28.6% | +107.1% | -135.6% | -47.9% |
| 3Y | +11.8% | +245.0% | -233.1% | -37.7% |
| 5Y | +2.6% | -36.0% | +38.6% | -5.0% |
| All | +2.6% | -37.0% | +39.6% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling