+684.6%
TWLO vs NOC
+182.3%
+502.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | -6.4% | -8.9% | +2.5% | -4.7% |
| 3M | +6.3% | -3.7% | +10.0% | +6.9% |
| 6M | +76.4% | -30.8% | +107.2% | +89.2% |
| YTD | +58.8% | -7.9% | +66.8% | +59.4% |
| 1Y | +107.1% | -9.4% | +116.5% | +108.5% |
| 3Y | +245.0% | +29.0% | +216.0% | +211.8% |
| 5Y | -36.0% | +56.1% | -92.0% | -47.2% |
| 10Y | +293.2% | +186.3% | +106.9% | +100.7% |
| All | +684.6% | +182.3% | +502.3% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling