+301.0%
TWLO vs NSC
+332.1%
-31.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | -2.4% | -2.8% | +0.4% | -1.2% |
| 30D | -7.8% | -4.5% | -3.3% | -6.0% |
| 3M | +10.0% | +3.5% | +6.5% | +7.6% |
| 6M | +79.5% | +8.5% | +70.9% | +70.4% |
| YTD | +59.8% | +12.3% | +47.5% | +48.4% |
| 1Y | +121.7% | +18.9% | +102.7% | +100.1% |
| 3Y | +240.8% | +74.1% | +166.7% | +150.5% |
| 5Y | -33.6% | +43.9% | -77.5% | -47.5% |
| All | +301.0% | +332.1% | -31.1% | +72.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling