-38.0%
TWLO vs NVTS
-16.8%
-21.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -7.8% | -16.5% | +8.7% | -6.0% |
| 3M | +10.0% | -47.6% | +57.7% | +17.6% |
| 6M | +79.5% | +7.3% | +72.2% | +68.2% |
| YTD | +59.8% | +62.9% | -3.0% | +38.7% |
| 1Y | +121.7% | +91.3% | +30.4% | +82.8% |
| 3Y | +240.8% | +43.4% | +197.4% | +172.6% |
| All | -38.0% | -16.8% | -21.2% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling