+194.3%
NOK vs TWLO
+246.3%
-52.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.0% |
| 7D | +11.0% | -2.4% | +13.4% | +11.2% |
| 30D | +7.8% | -7.8% | +15.7% | +8.7% |
| 3M | -21.0% | +10.0% | -31.0% | -22.4% |
| 6M | +40.9% | +79.5% | -38.6% | +30.5% |
| YTD | +72.0% | +59.8% | +12.2% | +61.1% |
| 1Y | +140.9% | +121.7% | +19.2% | +117.6% |
| 3Y | +194.3% | +240.8% | -46.5% | +125.7% |
| All | +194.3% | +246.3% | -52.0% | +125.7% |
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