+649.9%
NVDL vs TWLO
+246.3%
+403.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.5% |
| 7D | -10.3% | -2.4% | -7.9% | -9.5% |
| 30D | -7.1% | -7.8% | +0.7% | -4.1% |
| 3M | +6.6% | +10.0% | -3.5% | +0.5% |
| 6M | +21.1% | +79.5% | -58.4% | -11.2% |
| YTD | +15.2% | +59.8% | -44.6% | -11.5% |
| 1Y | +18.8% | +121.7% | -102.9% | -24.5% |
| 3Y | +649.9% | +240.8% | +409.1% | +270.5% |
| All | +649.9% | +246.3% | +403.6% | +270.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling