+64.3%
TWLO vs NSC
+24.4%
+39.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | +0.3% |
| 7D | -15.9% | +1.8% | -17.7% | -15.2% |
| 30D | -29.0% | +8.8% | -37.9% | -26.7% |
| 3M | +10.0% | +1.2% | +8.8% | +11.3% |
| 6M | +12.6% | +11.3% | +1.2% | +16.7% |
| YTD | +50.1% | +20.7% | +29.4% | +60.3% |
| 1Y | +64.3% | +23.4% | +40.9% | +68.9% |
| All | +64.3% | +24.4% | +39.9% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1y: compounded portfolio wealth divided by compounded NSC 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…
1y analysis · Full analysis span regression · 6 months rolling