+684.6%
TWLO vs NTAP
+857.2%
-172.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -5.0% | -3.9% |
| 7D | -1.2% | +3.3% | -4.5% | -2.6% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | +6.3% | +11.4% | -5.1% | +0.6% |
| 6M | +76.4% | +88.7% | -12.2% | +30.2% |
| YTD | +58.8% | +78.9% | -20.1% | +19.4% |
| 1Y | +107.1% | +58.8% | +48.3% | +64.5% |
| 3Y | +245.0% | +153.5% | +91.4% | +112.4% |
| 5Y | -36.0% | +136.7% | -172.7% | -59.9% |
| 10Y | +293.2% | +590.2% | -297.0% | +79.5% |
| All | +684.6% | +857.2% | -172.6% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling