+548.8%
PLTR vs TWLO
-35.1%
+583.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.3% |
| 3M | +28.4% | +11.0% | +17.4% | +20.6% |
| 6M | +8.4% | +79.4% | -71.0% | -22.1% |
| YTD | -4.6% | +59.7% | -64.3% | -28.3% |
| 1Y | +4.4% | +112.3% | -107.9% | -33.0% |
| 3Y | +1,020.5% | +247.0% | +773.5% | +401.6% |
| 5Y | +548.8% | -35.6% | +584.4% | +558.6% |
| All | +548.8% | -35.1% | +583.9% | +558.6% |
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