+49.6%
ON vs TWLO
-34.2%
+83.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | -4.7% | -3.9% | -0.8% | -3.7% |
| 30D | -13.5% | -9.7% | -3.8% | -11.2% |
| 3M | -36.3% | +11.6% | -47.9% | -39.0% |
| 6M | +17.8% | +84.7% | -66.9% | -5.0% |
| YTD | +29.6% | +62.5% | -32.9% | +7.7% |
| 1Y | +45.8% | +121.7% | -75.9% | +9.0% |
| 3Y | -28.3% | +253.0% | -281.3% | -56.6% |
| 5Y | +49.6% | -32.5% | +82.1% | +27.8% |
| All | +49.6% | -34.2% | +83.8% | +27.8% |
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 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