+158.2%
TWLO vs NIO
-46.0%
+204.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | +2.8% | -1.8% | +4.6% | +3.1% |
| 30D | -22.4% | -6.6% | -15.7% | -21.4% |
| 3M | -14.2% | -29.9% | +15.6% | -9.2% |
| 6M | +10.5% | -46.6% | +57.1% | +22.0% |
| YTD | +54.3% | -36.5% | +90.8% | +63.2% |
| 1Y | +68.0% | -51.1% | +119.1% | +85.3% |
| 3Y | +273.0% | -55.2% | +328.3% | +289.5% |
| 5Y | -26.3% | -92.3% | +66.0% | -5.8% |
| All | +158.2% | -46.0% | +204.2% | +188.5% |
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