+301.0%
TWLO vs NOC
+192.5%
+108.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -7.8% | -9.7% | +1.9% | -6.1% |
| 3M | +10.0% | -5.6% | +15.7% | +11.1% |
| 6M | +79.5% | -28.6% | +108.0% | +90.6% |
| YTD | +59.8% | -7.9% | +67.7% | +60.3% |
| 1Y | +121.7% | -9.5% | +131.2% | +123.2% |
| 3Y | +240.8% | +28.4% | +212.4% | +209.9% |
| 5Y | -33.6% | +59.0% | -92.5% | -45.0% |
| All | +301.0% | +192.5% | +108.5% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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