+64.3%
TWLO vs NYT
+16.5%
+47.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.2% |
| 7D | -15.9% | -3.9% | -12.0% | -16.1% |
| 30D | -29.0% | +4.3% | -33.3% | -28.9% |
| 3M | +10.0% | -11.7% | +21.8% | +11.1% |
| 6M | +12.6% | -14.4% | +27.0% | +13.9% |
| YTD | +50.1% | -3.0% | +53.1% | +52.5% |
| 1Y | +64.3% | +16.5% | +47.7% | +70.8% |
| All | +64.3% | +16.5% | +47.7% | +70.8% |
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