+171.9%
TWLO vs NIO
-40.3%
+212.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +5.0% | +2.3% |
| 7D | -3.9% | -7.3% | +3.4% | -2.7% |
| 30D | -9.7% | -22.5% | +12.8% | -5.9% |
| 3M | +11.6% | -30.9% | +42.5% | +18.4% |
| 6M | +84.7% | -37.2% | +121.9% | +97.2% |
| YTD | +62.5% | -29.8% | +92.3% | +69.1% |
| 1Y | +121.7% | -37.4% | +159.1% | +134.0% |
| 3Y | +253.0% | -64.3% | +317.3% | +282.2% |
| 5Y | -32.5% | -90.6% | +58.1% | -16.1% |
| All | +171.9% | -40.3% | +212.2% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NIO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling