+190.9%
NXPI vs TWLO
+841.6%
-650.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.1% |
| 7D | +0.7% | -1.2% | +1.9% | +0.8% |
| 30D | -6.6% | -6.4% | -0.2% | -5.6% |
| 3M | -25.4% | +6.3% | -31.7% | -27.1% |
| 6M | +11.9% | +76.4% | -64.5% | -3.2% |
| YTD | +4.0% | +58.8% | -54.8% | -8.5% |
| 1Y | +1.0% | +107.1% | -106.0% | -16.5% |
| 3Y | +16.3% | +245.0% | -228.6% | -16.3% |
| 5Y | +17.7% | -36.0% | +53.7% | +7.4% |
| 10Y | +195.8% | +293.2% | -97.4% | +100.5% |
| All | +190.9% | +841.6% | -650.7% | +78.9% |
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