+702.8%
TWLO vs NTRA
+2,586.5%
-1,883.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.2% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | -9.7% | +4.3% | -14.0% | -11.2% |
| 3M | +11.6% | +50.6% | -39.0% | -3.6% |
| 6M | +84.7% | +63.9% | +20.8% | +52.6% |
| YTD | +62.5% | +42.4% | +20.1% | +40.3% |
| 1Y | +121.7% | +92.1% | +29.6% | +71.8% |
| 3Y | +253.0% | +501.7% | -248.8% | +69.9% |
| 5Y | -32.5% | +171.4% | -203.9% | -61.3% |
| 10Y | +312.7% | +3,161.4% | -2,848.7% | +15.7% |
| All | +702.8% | +2,586.5% | -1,883.7% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling