+359.8%
NEM vs TWLO
+841.6%
-481.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.3% | -0.6% |
| 7D | +3.9% | -1.2% | +5.1% | +3.9% |
| 30D | +12.7% | -6.4% | +19.1% | +13.0% |
| 3M | +28.7% | +6.3% | +22.4% | +28.0% |
| 6M | +9.8% | +76.4% | -66.7% | +6.3% |
| YTD | +28.1% | +58.8% | -30.7% | +24.5% |
| 1Y | +69.3% | +107.1% | -37.7% | +62.3% |
| 3Y | +247.7% | +245.0% | +2.7% | +221.7% |
| 5Y | +153.4% | -36.0% | +189.3% | +148.7% |
| 10Y | +291.3% | +293.2% | -1.9% | +237.3% |
| All | +359.8% | +841.6% | -481.8% | +320.5% |
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 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