+620.0%
ON vs TWLO
+780.4%
-160.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.2% | -3.5% |
| 7D | +12.2% | +4.5% | +7.7% | +11.0% |
| 30D | -3.1% | -22.1% | +19.0% | +3.2% |
| 3M | -12.9% | -15.3% | +2.4% | -10.0% |
| 6M | -38.6% | +9.7% | -48.2% | -41.9% |
| YTD | +31.2% | +48.5% | -17.3% | +11.8% |
| 1Y | +47.6% | +70.3% | -22.7% | +20.9% |
| 3Y | +6.6% | +261.4% | -254.8% | -33.0% |
| 5Y | +21.3% | -30.6% | +51.8% | +8.7% |
| 10Y | +533.3% | +569.2% | -35.9% | +214.4% |
| All | +620.0% | +780.4% | -160.4% | +249.9% |
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