-58.0%
NCLH vs TWLO
+312.8%
-370.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.1% |
| 7D | -4.8% | -2.4% | -2.4% | -4.2% |
| 30D | -21.7% | -7.8% | -13.9% | -20.1% |
| 3M | -22.2% | +10.0% | -32.3% | -25.3% |
| 6M | -27.5% | +79.5% | -107.0% | -40.5% |
| YTD | -33.6% | +59.8% | -93.4% | -44.2% |
| 1Y | -45.0% | +121.7% | -166.7% | -58.2% |
| 3Y | -11.0% | +240.8% | -251.8% | -41.9% |
| 5Y | -39.7% | -33.6% | -6.1% | -47.5% |
| All | -58.0% | +312.8% | -370.7% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling