+1,022.8%
NBIS vs TWLO
+221.4%
+801.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.0% |
| 7D | -0.8% | -2.4% | +1.6% | -0.1% |
| 30D | -13.4% | -7.8% | -5.6% | -11.3% |
| 3M | +1.0% | +10.0% | -9.0% | -5.5% |
| 6M | +100.5% | +79.5% | +21.0% | +50.1% |
| YTD | +168.3% | +59.8% | +108.4% | +109.3% |
| 1Y | +151.8% | +121.7% | +30.1% | +66.6% |
| All | +1,022.8% | +221.4% | +801.4% | +685.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling