-32.5%
TWLO vs NOC
+57.3%
-89.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.7% |
| 7D | -3.9% | -1.8% | -2.1% | -3.8% |
| 30D | -9.7% | -9.4% | -0.3% | -9.5% |
| 3M | +11.6% | -3.8% | +15.5% | +11.8% |
| 6M | +84.7% | -28.8% | +113.4% | +87.1% |
| YTD | +62.5% | -7.9% | +70.4% | +62.1% |
| 1Y | +121.7% | -9.0% | +130.8% | +121.5% |
| 3Y | +253.0% | +29.1% | +223.9% | +238.1% |
| 5Y | -32.5% | +58.9% | -91.4% | -33.3% |
| All | -32.5% | +57.3% | -89.8% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling