+28.0%
NBIS vs TWLO
+60.3%
-32.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.1% | -6.5% | -6.6% |
| 7D | -22.4% | -15.9% | -6.5% | -19.0% |
| 30D | -39.1% | -29.0% | -10.1% | -34.4% |
| 3M | -37.3% | +10.0% | -47.3% | -39.7% |
| 6M | -19.8% | +12.6% | -32.3% | -23.8% |
| YTD | +69.1% | +50.1% | +19.0% | +40.7% |
| 1Y | +28.0% | +64.3% | -36.2% | +4.5% |
| All | +28.0% | +60.3% | -32.3% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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