-24.1%
NU vs TWLO
+60.3%
-84.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | +0.2% | -15.9% | +16.0% | +0.8% |
| 30D | -21.0% | -29.0% | +8.0% | -20.2% |
| 3M | -16.3% | +10.0% | -26.4% | -16.5% |
| 6M | -15.3% | +12.6% | -27.9% | -15.8% |
| YTD | -28.4% | +50.1% | -78.5% | -33.5% |
| 1Y | -24.1% | +64.3% | -88.4% | -30.9% |
| All | -24.1% | +60.3% | -84.4% | -30.9% |
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