+248.8%
NBIS vs TWLO
+123.2%
+125.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.1% | +10.6% | +8.1% |
| 7D | +8.2% | -2.0% | +10.2% | +8.6% |
| 30D | +3.4% | +20.6% | -17.2% | -2.8% |
| 3M | -12.8% | -1.5% | -11.3% | -12.7% |
| 6M | +131.5% | +89.4% | +42.1% | +90.4% |
| YTD | +170.5% | +63.8% | +106.7% | +127.3% |
| 1Y | +248.8% | +119.7% | +129.0% | +192.8% |
| All | +248.8% | +123.2% | +125.6% | +192.8% |
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