+805.8%
TWLO vs NTR
+97.9%
+707.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.2% |
| 30D | -7.8% | +16.8% | -24.6% | -11.1% |
| 3M | +10.0% | +20.7% | -10.7% | +4.9% |
| 6M | +79.5% | +0.5% | +78.9% | +77.6% |
| YTD | +59.8% | +29.2% | +30.6% | +47.8% |
| 1Y | +121.7% | +39.6% | +82.1% | +100.2% |
| 3Y | +240.8% | +37.9% | +202.9% | +203.9% |
| 5Y | -33.6% | +47.1% | -80.7% | -45.4% |
| All | +805.8% | +97.9% | +707.8% | +564.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling