+243.5%
NEM vs TWLO
+252.1%
-8.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.1% |
| 7D | -3.3% | -3.9% | +0.6% | -3.1% |
| 30D | +7.8% | -9.7% | +17.5% | +8.4% |
| 3M | +36.3% | +11.6% | +24.6% | +35.0% |
| 6M | +6.6% | +84.7% | -78.1% | +2.4% |
| YTD | +27.1% | +62.5% | -35.3% | +22.8% |
| 1Y | +62.3% | +121.7% | -59.4% | +53.9% |
| All | +243.5% | +252.1% | -8.6% | +205.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling