-39.2%
NCLH vs TWLO
+123.2%
-162.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.1% |
| 7D | -6.5% | -2.0% | -4.5% | -6.4% |
| 30D | -23.3% | +20.6% | -43.9% | -24.5% |
| 3M | -18.6% | -1.5% | -17.1% | -18.4% |
| 6M | -26.2% | +89.4% | -115.7% | -33.3% |
| YTD | -30.2% | +63.8% | -94.0% | -35.9% |
| 1Y | -39.2% | +119.7% | -158.9% | -45.1% |
| All | -39.2% | +123.2% | -162.4% | -45.1% |
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