+689.7%
TWLO vs NRG
+880.3%
-190.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +86.9% |
| YTD | +59.8% | -28.1% | +87.9% | +68.1% |
| 1Y | +121.7% | -27.3% | +148.9% | +130.8% |
| 3Y | +240.8% | +208.7% | +32.1% | +114.4% |
| 5Y | -33.6% | +197.7% | -231.2% | -58.5% |
| 10Y | +306.0% | +1,103.3% | -797.3% | +79.1% |
| All | +689.7% | +880.3% | -190.6% | +307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling