+34.4%
NVDA vs TWLO
+123.2%
-88.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +4.0% | +1.2% |
| 7D | +5.9% | -2.0% | +7.9% | +6.1% |
| 30D | +5.1% | +20.6% | -15.5% | +2.7% |
| 3M | +5.4% | -1.5% | +6.9% | +5.2% |
| 6M | +26.0% | +89.4% | -63.4% | +16.8% |
| YTD | +23.7% | +63.8% | -40.1% | +16.0% |
| 1Y | +34.4% | +119.7% | -85.4% | +24.3% |
| All | +34.4% | +123.2% | -88.8% | +24.3% |
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