+1.0%
NVDA vs TWLO
+60.3%
-59.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.2% |
| 7D | -7.1% | -15.9% | +8.8% | -5.1% |
| 30D | -16.2% | -29.0% | +12.8% | -12.8% |
| 3M | -5.5% | +10.0% | -15.5% | -6.9% |
| 6M | +1.1% | +12.6% | -11.5% | -1.0% |
| YTD | +7.6% | +50.1% | -42.5% | +1.8% |
| 1Y | +1.0% | +64.3% | -63.3% | -7.1% |
| All | +1.0% | +60.3% | -59.3% | -7.1% |
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