+54.8%
ON vs TWLO
+123.2%
-68.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.4% |
| 7D | +2.4% | -2.0% | +4.5% | +2.7% |
| 30D | -3.3% | +20.6% | -23.9% | -6.0% |
| 3M | -43.6% | -1.5% | -42.0% | -43.8% |
| 6M | +19.0% | +89.4% | -70.5% | +6.0% |
| YTD | +37.4% | +63.8% | -26.4% | +26.3% |
| 1Y | +54.8% | +119.7% | -65.0% | +30.1% |
| All | +54.8% | +123.2% | -68.4% | +30.1% |
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