+240.8%
TWLO vs NVD
-99.1%
+339.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -2.4% | +10.8% | -13.2% | -1.0% |
| 30D | -7.8% | +0.8% | -8.6% | -7.3% |
| 3M | +10.0% | -20.8% | +30.9% | +8.0% |
| 6M | +79.5% | -41.2% | +120.6% | +71.8% |
| YTD | +59.8% | -44.2% | +104.0% | +52.9% |
| 1Y | +121.7% | -54.2% | +175.8% | +109.4% |
| 3Y | +240.8% | -99.1% | +339.9% | +91.1% |
| All | +240.8% | -99.1% | +339.9% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling