+129.8%
NOK vs TWLO
+847.0%
-717.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.5% | +1.0% |
| 7D | +9.3% | +0.2% | +9.2% | +9.2% |
| 30D | +17.9% | -9.1% | +27.0% | +19.1% |
| 3M | -22.3% | +11.0% | -33.3% | -23.9% |
| 6M | +36.4% | +79.4% | -43.0% | +25.0% |
| YTD | +66.3% | +59.7% | +6.6% | +54.3% |
| 1Y | +134.4% | +112.3% | +22.1% | +108.7% |
| 3Y | +186.6% | +247.0% | -60.4% | +131.9% |
| 5Y | +102.7% | -35.6% | +138.3% | +90.8% |
| 10Y | +129.8% | +305.7% | -175.9% | +57.5% |
| All | +129.8% | +847.0% | -717.2% | +32.5% |
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