+653.6%
ON vs TWLO
+871.2%
-217.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.1% | +1.8% |
| 7D | +2.4% | -2.0% | +4.5% | +2.9% |
| 30D | -3.3% | +20.6% | -23.9% | -8.9% |
| 3M | -43.6% | -1.5% | -42.0% | -44.0% |
| 6M | +19.0% | +89.4% | -70.5% | -3.5% |
| YTD | +37.4% | +63.8% | -26.4% | +15.2% |
| 1Y | +54.8% | +119.7% | -65.0% | +18.5% |
| 3Y | -25.2% | +256.1% | -281.3% | -52.3% |
| 5Y | +62.7% | -36.6% | +99.3% | +49.3% |
| 10Y | +574.3% | +304.3% | +270.0% | +246.0% |
| All | +653.6% | +871.2% | -217.6% | +260.3% |
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