-32.3%
TWLO vs NVT
+419.5%
-451.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.3% | -3.5% |
| 7D | -2.4% | +4.1% | -6.5% | -4.2% |
| 30D | -7.8% | -5.1% | -2.7% | -6.4% |
| 3M | +10.0% | -1.2% | +11.2% | +8.3% |
| 6M | +79.5% | +46.6% | +32.9% | +48.6% |
| YTD | +59.8% | +60.0% | -0.2% | +25.8% |
| 1Y | +121.7% | +70.8% | +50.9% | +69.5% |
| 3Y | +240.8% | +187.5% | +53.3% | +84.4% |
| All | -32.3% | +419.5% | -451.9% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 5y: compounded portfolio wealth divided by compounded NVT 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…
5y analysis · Full analysis span regression · 6 months rolling