+246.5%
TWLO vs NSC
+75.0%
+171.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.9% | -1.4% | -2.5% | -3.5% |
| 30D | -9.7% | -3.4% | -6.3% | -8.8% |
| 3M | +11.6% | +5.1% | +6.5% | +9.0% |
| 6M | +84.7% | +9.2% | +75.5% | +76.4% |
| YTD | +62.5% | +13.4% | +49.1% | +51.7% |
| 1Y | +121.7% | +20.8% | +100.9% | +100.6% |
| All | +246.5% | +75.0% | +171.5% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling