+973.7%
PLTR vs TWLO
+246.1%
+727.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.7% |
| 7D | 0.0% | +0.2% | -0.2% | +0.1% |
| 30D | -3.3% | -9.1% | +5.9% | +0.4% |
| 3M | +28.4% | +11.0% | +17.4% | +22.4% |
| 6M | +8.4% | +79.4% | -71.0% | -16.5% |
| YTD | -4.6% | +59.7% | -64.3% | -23.6% |
| 1Y | +4.4% | +112.3% | -107.9% | -26.3% |
| All | +973.7% | +246.1% | +727.6% | +464.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling