+820.8%
TWLO vs NTR
+98.7%
+722.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.3% |
| 7D | -3.9% | -2.5% | -1.4% | -3.4% |
| 30D | -9.7% | +17.0% | -26.7% | -13.0% |
| 3M | +11.6% | +22.2% | -10.6% | +6.1% |
| 6M | +84.7% | +5.2% | +79.5% | +80.7% |
| YTD | +62.5% | +29.7% | +32.8% | +50.1% |
| 1Y | +121.7% | +39.4% | +82.3% | +100.3% |
| 3Y | +253.0% | +38.2% | +214.8% | +214.6% |
| 5Y | -32.5% | +47.6% | -80.1% | -44.5% |
| All | +820.8% | +98.7% | +722.2% | +574.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling