+40.6%
NVDL vs TWLO
+123.2%
-82.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.8% | +2.3% |
| 7D | +11.7% | -2.0% | +13.7% | +12.1% |
| 30D | +7.8% | +20.6% | -12.7% | +3.1% |
| 3M | +3.3% | -1.5% | +4.9% | +3.2% |
| 6M | +38.9% | +89.4% | -50.5% | +20.0% |
| YTD | +28.5% | +63.8% | -35.3% | +13.7% |
| 1Y | +40.6% | +119.7% | -79.1% | +21.3% |
| All | +40.6% | +123.2% | -82.6% | +21.3% |
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