+14,546.7%
NVDA vs TWLO
+312.8%
+14,233.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | -5.1% | -2.4% | -2.7% | -4.4% |
| 30D | -2.5% | -7.8% | +5.3% | -0.2% |
| 3M | +6.7% | +10.0% | -3.4% | +1.9% |
| 6M | +17.6% | +79.5% | -61.9% | -6.2% |
| YTD | +17.3% | +59.8% | -42.5% | -3.7% |
| 1Y | +23.5% | +121.7% | -98.2% | -10.1% |
| 3Y | +384.6% | +240.8% | +143.8% | +187.4% |
| 5Y | +875.4% | -33.6% | +909.0% | +798.4% |
| All | +14,546.7% | +312.8% | +14,233.9% | +6,662.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling