-66.4%
NCLH vs TWLO
+847.0%
-913.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.7% |
| 7D | -4.6% | +0.2% | -4.8% | -4.7% |
| 30D | -19.9% | -9.1% | -10.8% | -18.1% |
| 3M | -22.0% | +11.0% | -33.0% | -25.1% |
| 6M | -28.3% | +79.4% | -107.7% | -40.7% |
| YTD | -33.5% | +59.7% | -93.2% | -43.7% |
| 1Y | -41.5% | +112.3% | -153.8% | -54.5% |
| 3Y | -8.9% | +247.0% | -255.9% | -39.7% |
| 5Y | -40.5% | -35.6% | -4.9% | -47.6% |
| 10Y | -57.0% | +305.7% | -362.7% | -74.9% |
| All | -66.4% | +847.0% | -913.4% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling