+212.4%
NXPI vs TWLO
+566.1%
-353.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | +6.8% | +4.5% | +2.2% | +5.8% |
| 30D | +20.0% | -22.1% | +42.1% | +25.8% |
| 3M | +14.8% | -15.3% | +30.1% | +17.4% |
| 6M | -10.5% | +9.7% | -20.1% | -14.7% |
| YTD | +23.7% | +48.5% | -24.8% | +8.4% |
| 1Y | +34.1% | +70.3% | -36.3% | +13.8% |
| 3Y | +51.2% | +261.4% | -210.2% | +4.4% |
| 5Y | +33.4% | -30.6% | +64.0% | +19.5% |
| All | +212.4% | +566.1% | -353.7% | +103.3% |
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 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