+689.7%
TWLO vs NYT
+514.6%
+175.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -7.8% | +4.6% | -12.4% | -9.7% |
| 3M | +10.0% | -9.6% | +19.6% | +13.1% |
| 6M | +79.5% | -14.0% | +93.5% | +87.6% |
| YTD | +59.8% | -2.8% | +62.7% | +58.0% |
| 1Y | +121.7% | +15.6% | +106.1% | +102.5% |
| 3Y | +240.8% | +56.3% | +184.5% | +167.2% |
| 5Y | -33.6% | +39.5% | -73.1% | -47.5% |
| 10Y | +306.0% | +488.0% | -182.0% | +149.2% |
| All | +689.7% | +514.6% | +175.1% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling