+246.5%
TWLO vs NVTS
+32.4%
+214.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +2.0% |
| 7D | -3.9% | +0.5% | -4.3% | -4.0% |
| 30D | -9.7% | -18.0% | +8.3% | -8.7% |
| 3M | +11.6% | -45.6% | +57.2% | +15.2% |
| 6M | +84.7% | +28.5% | +56.2% | +76.7% |
| YTD | +62.5% | +56.2% | +6.3% | +52.4% |
| 1Y | +121.7% | +97.7% | +24.0% | +102.7% |
| All | +246.5% | +32.4% | +214.0% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling