+583.4%
NOW vs TWLO
+814.9%
-231.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.3% |
| 7D | -5.6% | +2.8% | -8.4% | -6.5% |
| 30D | -26.8% | -22.4% | -4.4% | -20.1% |
| 3M | -19.4% | -14.2% | -5.2% | -15.7% |
| 6M | +12.3% | +10.5% | +1.8% | +6.4% |
| YTD | -32.9% | +54.3% | -87.2% | -43.6% |
| 1Y | -40.3% | +68.0% | -108.3% | -51.4% |
| 3Y | -19.1% | +273.0% | -292.1% | -52.9% |
| 5Y | -24.4% | -26.3% | +2.0% | -31.4% |
| 10Y | +521.8% | +595.4% | -73.6% | +219.3% |
| All | +583.4% | +814.9% | -231.5% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling