+64.3%
TWLO vs NTR
+36.7%
+27.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | +0.8% |
| 7D | -15.9% | +4.3% | -20.2% | -14.9% |
| 30D | -29.0% | +2.6% | -31.6% | -28.3% |
| 3M | +10.0% | +8.5% | +1.5% | +12.4% |
| 6M | +12.6% | -3.3% | +15.9% | +13.0% |
| YTD | +50.1% | +19.6% | +30.5% | +58.0% |
| 1Y | +64.3% | +37.6% | +26.7% | +65.5% |
| All | +64.3% | +36.7% | +27.6% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling