+18,715.8%
NVDA vs TWLO
+847.0%
+17,868.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.5% |
| 30D | +2.8% | -9.1% | +12.0% | +5.6% |
| 3M | +7.4% | +11.0% | -3.6% | +2.5% |
| 6M | +22.6% | +79.4% | -56.8% | -1.4% |
| YTD | +20.1% | +59.7% | -39.6% | -0.7% |
| 1Y | +31.2% | +112.3% | -81.2% | -2.1% |
| 3Y | +391.7% | +247.0% | +144.8% | +196.2% |
| 5Y | +911.9% | -35.6% | +947.5% | +838.0% |
| 10Y | +15,200.7% | +305.7% | +14,895.0% | +7,483.1% |
| All | +18,715.8% | +847.0% | +17,868.7% | +8,672.5% |
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