-32.5%
TWLO vs NTAP
+122.8%
-155.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | -3.9% | -1.0% | -2.9% | -3.5% |
| 30D | -9.7% | -7.5% | -2.2% | -6.2% |
| 3M | +11.6% | +14.6% | -3.0% | +2.9% |
| 6M | +84.7% | +91.0% | -6.3% | +25.3% |
| YTD | +62.5% | +73.7% | -11.2% | +15.4% |
| 1Y | +121.7% | +51.2% | +70.5% | +71.0% |
| 3Y | +253.0% | +146.1% | +106.9% | +77.5% |
| 5Y | -32.5% | +122.8% | -155.3% | -67.3% |
| All | -32.5% | +122.8% | -155.3% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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