+47.6%
ON vs TWLO
+60.3%
-12.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.9% |
| 7D | -5.8% | -15.9% | +10.1% | -4.1% |
| 30D | -17.1% | -29.0% | +12.0% | -14.2% |
| 3M | -11.8% | +10.0% | -21.8% | -13.4% |
| 6M | -30.2% | +12.6% | -42.7% | -31.4% |
| YTD | +31.6% | +50.1% | -18.5% | +25.3% |
| 1Y | +47.6% | +64.3% | -16.7% | +35.8% |
| All | +47.6% | +60.3% | -12.7% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling