+64.3%
TWLO vs NVD
-27.4%
+91.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | +1.1% |
| 7D | -15.9% | +15.0% | -30.8% | -13.3% |
| 30D | -29.0% | +39.3% | -68.3% | -24.4% |
| 3M | +10.0% | +3.1% | +6.9% | +13.3% |
| 6M | +12.6% | -19.0% | +31.5% | +14.9% |
| YTD | +50.1% | -35.5% | +85.6% | +48.6% |
| 1Y | +64.3% | -30.2% | +94.5% | +65.9% |
| All | +64.3% | -27.4% | +91.6% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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