+1,645.9%
PLTR vs TWLO
-6.2%
+1,652.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -3.0% |
| 7D | -9.1% | -3.9% | -5.2% | -7.5% |
| 30D | -5.2% | -9.7% | +4.5% | -0.7% |
| 3M | +27.4% | +11.6% | +15.8% | +19.8% |
| 6M | +9.7% | +84.7% | -74.9% | -20.4% |
| YTD | -6.7% | +62.5% | -69.2% | -29.0% |
| 1Y | -0.5% | +121.7% | -122.2% | -35.4% |
| 3Y | +996.2% | +253.0% | +743.3% | +423.6% |
| 5Y | +531.1% | -32.5% | +563.6% | +451.4% |
| All | +1,645.9% | -6.2% | +1,652.1% | +1,496.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling