+16.8%
NXPI vs TWLO
-34.2%
+51.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.0% |
| 7D | +0.7% | -3.9% | +4.5% | +1.5% |
| 30D | -4.2% | -9.7% | +5.5% | -2.2% |
| 3M | -20.4% | +11.6% | -32.0% | -23.3% |
| 6M | +12.5% | +84.7% | -72.2% | -6.3% |
| YTD | +5.2% | +62.5% | -57.3% | -10.0% |
| 1Y | +5.1% | +121.7% | -116.6% | -17.7% |
| 3Y | +17.7% | +253.0% | -235.3% | -22.3% |
| 5Y | +16.8% | -32.5% | +49.3% | +0.2% |
| All | +16.8% | -34.2% | +51.0% | +0.2% |
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