+119.7%
TWLO vs NVTS
+109.2%
+10.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.3% | -9.4% | -3.6% |
| 7D | -2.0% | +2.7% | -4.7% | -2.3% |
| 30D | +20.6% | -4.5% | +25.0% | +20.9% |
| 3M | -1.5% | -61.5% | +60.0% | +4.8% |
| 6M | +89.4% | +28.0% | +61.4% | +76.6% |
| YTD | +63.8% | +65.3% | -1.5% | +47.6% |
| 1Y | +119.7% | +113.0% | +6.7% | +78.9% |
| All | +119.7% | +109.2% | +10.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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