-20.1%
NVDL vs TWLO
+60.3%
-80.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.0% |
| 7D | -14.0% | -15.9% | +1.8% | -10.2% |
| 30D | -31.2% | -29.0% | -2.1% | -25.4% |
| 3M | -15.5% | +10.0% | -25.5% | -17.7% |
| 6M | -10.3% | +12.6% | -22.8% | -13.2% |
| YTD | -5.8% | +50.1% | -55.9% | -14.7% |
| 1Y | -20.1% | +64.3% | -84.4% | -31.5% |
| All | -20.1% | +60.3% | -80.4% | -31.5% |
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 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