+572.9%
TWLO vs NDAQ
+471.8%
+101.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +4.5% | +1.3% | +3.3% | +3.6% |
| 30D | -22.1% | +18.0% | -40.1% | -31.6% |
| 3M | -15.3% | +11.5% | -26.8% | -22.4% |
| 6M | +9.7% | +21.1% | -11.4% | -6.8% |
| YTD | +48.5% | +12.8% | +35.7% | +32.5% |
| 1Y | +70.3% | +25.7% | +44.6% | +39.4% |
| 3Y | +261.4% | +116.8% | +144.6% | +90.6% |
| 5Y | -30.6% | +67.3% | -97.8% | -55.5% |
| All | +572.9% | +471.8% | +101.1% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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