+578.2%
NOW vs TWLO
+742.1%
-163.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.9% |
| 3M | -13.1% | +4.6% | -17.7% | -15.8% |
| 6M | +14.5% | +5.5% | +9.0% | +10.3% |
| YTD | -33.4% | +42.0% | -75.5% | -42.4% |
| 1Y | -40.6% | +58.5% | -99.1% | -50.6% |
| 3Y | -16.3% | +279.7% | -296.0% | -51.6% |
| 5Y | -26.3% | -35.0% | +8.6% | -30.2% |
| 10Y | +512.7% | +539.9% | -27.2% | +224.2% |
| All | +578.2% | +742.1% | -163.9% | +242.7% |
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