+118.0%
NOK vs TWLO
+123.2%
-5.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +3.0% |
| 7D | -1.8% | -2.0% | +0.3% | -1.6% |
| 30D | +4.7% | +20.6% | -15.9% | +1.5% |
| 3M | -39.7% | -1.5% | -38.1% | -39.6% |
| 6M | +23.1% | +89.4% | -66.4% | +14.9% |
| YTD | +55.0% | +63.8% | -8.8% | +45.8% |
| 1Y | +118.0% | +119.7% | -1.7% | +110.5% |
| All | +118.0% | +123.2% | -5.2% | +110.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling