+223.9%
NXPI vs TWLO
+312.8%
-88.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.6% | +6.1% | +4.8% |
| 7D | +3.9% | -2.4% | +6.3% | +4.4% |
| 30D | +1.4% | -7.8% | +9.2% | +2.8% |
| 3M | -21.5% | +10.0% | -31.6% | -23.8% |
| 6M | +19.4% | +79.5% | -60.1% | +2.5% |
| YTD | +9.9% | +59.8% | -49.9% | -3.7% |
| 1Y | +7.9% | +121.7% | -113.8% | -12.5% |
| 3Y | +22.7% | +240.8% | -218.1% | -12.3% |
| 5Y | +22.1% | -33.6% | +55.7% | +10.5% |
| All | +223.9% | +312.8% | -88.8% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling