+3.4%
NU vs TWLO
+123.2%
-119.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.9% |
| 7D | +7.5% | -2.0% | +9.5% | +7.5% |
| 30D | +6.1% | +20.6% | -14.4% | +5.2% |
| 3M | +26.8% | -1.5% | +28.4% | +27.4% |
| 6M | +2.5% | +89.4% | -87.0% | -4.6% |
| YTD | -8.2% | +63.8% | -72.0% | -14.0% |
| 1Y | +3.4% | +119.7% | -116.4% | -5.6% |
| All | +3.4% | +123.2% | -119.8% | -5.6% |
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