-32.3%
TWLO vs NTR
+45.7%
-78.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -7.8% | +16.8% | -24.6% | -10.0% |
| 3M | +10.0% | +20.7% | -10.7% | +6.6% |
| 6M | +79.5% | +0.5% | +78.9% | +78.6% |
| YTD | +59.8% | +29.2% | +30.6% | +51.3% |
| 1Y | +121.7% | +39.6% | +82.1% | +106.1% |
| 3Y | +240.8% | +37.9% | +202.9% | +213.8% |
| All | -32.3% | +45.7% | -78.0% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling