+240.6%
TWLO vs NXT
+89.5%
+151.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +1.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -9.1% | -20.0% | +10.8% | -6.3% |
| 3M | +11.0% | -30.9% | +41.9% | +16.1% |
| 6M | +79.4% | -23.8% | +103.2% | +81.6% |
| YTD | +59.7% | -5.4% | +65.2% | +54.2% |
| 1Y | +112.3% | +28.0% | +84.3% | +93.2% |
| All | +240.6% | +89.5% | +151.0% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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