+684.6%
TWLO vs NSC
+364.6%
+320.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.8% |
| 7D | -1.2% | -1.5% | +0.3% | -0.5% |
| 30D | -6.4% | -1.9% | -4.5% | -5.7% |
| 3M | +6.3% | +6.2% | +0.1% | +2.7% |
| 6M | +76.4% | +9.2% | +67.3% | +66.9% |
| YTD | +58.8% | +15.0% | +43.8% | +45.5% |
| 1Y | +107.1% | +21.1% | +86.0% | +85.0% |
| 3Y | +245.0% | +78.6% | +166.4% | +148.4% |
| 5Y | -36.0% | +45.9% | -81.8% | -50.0% |
| 10Y | +293.2% | +326.9% | -33.7% | +43.2% |
| All | +684.6% | +364.6% | +320.0% | +150.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling