+167.3%
TWLO vs NIO
-38.3%
+205.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | +0.2% | -4.1% | +4.3% | +0.9% |
| 30D | -9.1% | -23.2% | +14.1% | -5.2% |
| 3M | +11.0% | -29.9% | +40.9% | +17.5% |
| 6M | +79.4% | -25.1% | +104.5% | +85.5% |
| YTD | +59.7% | -27.5% | +87.2% | +65.4% |
| 1Y | +112.3% | -41.1% | +153.4% | +126.3% |
| 3Y | +247.0% | -63.1% | +310.1% | +273.7% |
| 5Y | -35.6% | -90.4% | +54.8% | -20.2% |
| All | +167.3% | -38.3% | +205.6% | +192.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling