+301.0%
TWLO vs NRG
+1,083.9%
-783.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.0% |
| 7D | -2.4% | -4.7% | +2.3% | -1.3% |
| 30D | -7.8% | -6.0% | -1.8% | -6.8% |
| 3M | +10.0% | -8.0% | +18.0% | +10.5% |
| 6M | +79.5% | -23.2% | +102.6% | +86.7% |
| YTD | +59.8% | -28.1% | +87.9% | +67.9% |
| 1Y | +121.7% | -27.3% | +148.9% | +130.7% |
| 3Y | +240.8% | +208.7% | +32.1% | +116.7% |
| 5Y | -33.6% | +197.7% | -231.2% | -58.0% |
| All | +301.0% | +1,083.9% | -783.0% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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