+119.7%
TWLO vs NTRA
+96.0%
+23.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.2% |
| 30D | +20.6% | +19.5% | +1.1% | +12.0% |
| 3M | -1.5% | +47.8% | -49.3% | -13.1% |
| 6M | +89.4% | +61.6% | +27.8% | +60.0% |
| YTD | +63.8% | +43.3% | +20.5% | +44.1% |
| 1Y | +119.7% | +97.0% | +22.7% | +67.6% |
| All | +119.7% | +96.0% | +23.7% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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