+702.8%
TWLO vs NI
+126.6%
+576.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -3.9% | -0.6% | -3.3% | -3.8% |
| 30D | -9.7% | -1.4% | -8.3% | -9.5% |
| 3M | +11.6% | -10.6% | +22.2% | +13.9% |
| 6M | +84.7% | -9.9% | +94.6% | +87.7% |
| YTD | +62.5% | +1.2% | +61.3% | +60.4% |
| 1Y | +121.7% | +4.4% | +117.3% | +117.1% |
| 3Y | +253.0% | +68.6% | +184.4% | +209.9% |
| 5Y | -32.5% | +98.0% | -130.5% | -42.9% |
| 10Y | +312.7% | +143.6% | +169.1% | +252.2% |
| All | +702.8% | +126.6% | +576.2% | +579.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling