-38.0%
TWLO vs NVTS
-17.0%
-21.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +1.0% |
| 7D | +0.2% | +3.5% | -3.3% | -0.3% |
| 30D | -9.1% | -11.9% | +2.8% | -8.0% |
| 3M | +11.0% | -49.2% | +60.2% | +19.0% |
| 6M | +79.4% | +38.4% | +40.9% | +62.0% |
| YTD | +59.7% | +62.5% | -2.7% | +38.7% |
| 1Y | +112.3% | +101.4% | +10.9% | +73.9% |
| 3Y | +247.0% | +40.4% | +206.5% | +179.5% |
| All | -38.0% | -17.0% | -21.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling