-1.0%
NCLH vs TWLO
+60.3%
-61.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +15.8% | -15.9% | +31.7% | +16.3% |
| 30D | +25.1% | -29.0% | +54.1% | +26.2% |
| 3M | -7.3% | +10.0% | -17.3% | -8.6% |
| 6M | +8.1% | +12.6% | -4.4% | +6.2% |
| YTD | -16.7% | +50.1% | -66.8% | -22.9% |
| 1Y | -1.0% | +64.3% | -65.3% | -11.7% |
| All | -1.0% | +60.3% | -61.3% | -11.7% |
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