+301.0%
TWLO vs NI
+143.3%
+157.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | 0.0% | -2.5% | -2.4% |
| 30D | -7.8% | -1.4% | -6.4% | -7.6% |
| 3M | +10.0% | -10.6% | +20.6% | +12.4% |
| 6M | +79.5% | -9.3% | +88.8% | +82.1% |
| YTD | +59.8% | +1.1% | +58.7% | +57.7% |
| 1Y | +121.7% | +3.4% | +118.3% | +117.5% |
| 3Y | +240.8% | +67.9% | +172.9% | +199.0% |
| 5Y | -33.6% | +98.0% | -131.5% | -43.9% |
| All | +301.0% | +143.3% | +157.7% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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