+98.1%
NU vs TWLO
+246.3%
-148.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.0% | -2.4% |
| 7D | -4.9% | -2.4% | -2.5% | -4.5% |
| 30D | +7.8% | -7.8% | +15.6% | +9.0% |
| 3M | +20.9% | +10.0% | +10.9% | +17.8% |
| 6M | +0.9% | +79.5% | -78.6% | -13.2% |
| YTD | -12.7% | +59.8% | -72.5% | -23.2% |
| 1Y | -6.4% | +121.7% | -128.1% | -24.9% |
| 3Y | +98.1% | +240.8% | -142.7% | +46.2% |
| All | +98.1% | +246.3% | -148.2% | +46.2% |
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