+18.8%
NVDL vs TWLO
+117.0%
-98.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.2% |
| 7D | -10.3% | -2.4% | -7.9% | -9.8% |
| 30D | -7.1% | -7.8% | +0.7% | -5.5% |
| 3M | +6.6% | +10.0% | -3.5% | +3.4% |
| 6M | +21.1% | +79.5% | -58.4% | +4.5% |
| YTD | +15.2% | +59.8% | -44.6% | +1.6% |
| 1Y | +18.8% | +121.7% | -102.9% | -2.1% |
| All | +18.8% | +117.0% | -98.2% | -2.1% |
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