+119.7%
TWLO vs NYT
+15.2%
+104.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | +20.6% | +2.7% | +17.8% | +20.5% |
| 3M | -1.5% | -10.3% | +8.8% | -0.1% |
| 6M | +89.4% | -16.6% | +106.0% | +95.0% |
| YTD | +63.8% | -2.3% | +66.1% | +66.2% |
| 1Y | +119.7% | +15.0% | +104.7% | +113.8% |
| All | +119.7% | +15.2% | +104.5% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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