-36.0%
TWLO vs NIO
-90.3%
+54.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.8% | -3.0% |
| 7D | -1.2% | -6.7% | +5.4% | +0.5% |
| 30D | -6.4% | -20.0% | +13.7% | -1.1% |
| 3M | +6.3% | -30.5% | +36.7% | +16.1% |
| 6M | +76.4% | -20.7% | +97.1% | +82.4% |
| YTD | +58.8% | -25.7% | +84.5% | +65.8% |
| 1Y | +107.1% | -38.6% | +145.7% | +125.1% |
| 3Y | +245.0% | -62.3% | +307.2% | +288.7% |
| 5Y | -36.0% | -90.1% | +54.1% | +0.2% |
| All | -36.0% | -90.3% | +54.4% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling