+277.2%
TWLO vs NVD
-99.2%
+376.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.8% |
| 7D | +0.2% | +0.5% | -0.3% | +0.3% |
| 30D | -9.1% | -9.3% | +0.1% | -9.9% |
| 3M | +11.0% | -22.1% | +33.1% | +8.7% |
| 6M | +79.4% | -45.8% | +125.2% | +69.8% |
| YTD | +59.7% | -46.7% | +106.4% | +51.9% |
| 1Y | +112.3% | -59.5% | +171.8% | +97.4% |
| 3Y | +247.0% | -99.2% | +346.1% | +99.3% |
| All | +277.2% | -99.2% | +376.4% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling