+155.1%
NEM vs TWLO
-33.6%
+188.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.6% |
| 7D | -1.0% | -2.4% | +1.4% | -0.9% |
| 30D | +7.8% | -7.8% | +15.6% | +8.1% |
| 3M | +30.2% | +10.0% | +20.2% | +29.4% |
| 6M | +9.6% | +79.5% | -69.9% | +6.7% |
| YTD | +27.8% | +59.8% | -32.0% | +24.8% |
| 1Y | +60.7% | +121.7% | -61.0% | +54.8% |
| 3Y | +245.3% | +240.8% | +4.5% | +224.2% |
| All | +155.1% | -33.6% | +188.7% | +150.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling