+45.4%
NU vs TWLO
-18.1%
+63.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -4.2% | -3.9% | -0.3% | -2.9% |
| 30D | +10.0% | -9.7% | +19.7% | +13.4% |
| 3M | +29.3% | +11.6% | +17.7% | +21.4% |
| 6M | +0.9% | +84.7% | -83.7% | -24.6% |
| YTD | -10.3% | +62.5% | -72.8% | -30.2% |
| 1Y | -3.2% | +121.7% | -124.9% | -34.9% |
| 3Y | +120.6% | +253.0% | -132.4% | +9.2% |
| All | +45.4% | -18.1% | +63.5% | +64.8% |
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