+1,735.1%
PLTR vs TWLO
-5.5%
+1,740.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -3.1% |
| 7D | -6.4% | -2.0% | -4.4% | -5.4% |
| 30D | +10.0% | +20.6% | -10.5% | +0.4% |
| 3M | +23.0% | -1.5% | +24.6% | +22.5% |
| 6M | +13.8% | +89.4% | -75.6% | -18.4% |
| YTD | -1.9% | +63.8% | -65.7% | -25.6% |
| 1Y | +11.6% | +119.7% | -108.1% | -27.2% |
| 3Y | +1,048.4% | +256.1% | +792.3% | +446.3% |
| 5Y | +554.4% | -36.6% | +590.9% | +480.7% |
| All | +1,735.1% | -5.5% | +1,740.5% | +1,572.1% |
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