Higher ordered structures of nanofibers, including nanofiber-based yarns and cables, have a variety of potential applications, including wearable health monitoring systems, artificial tendons, and medical sutures. In this study, twisted assemblies of polyacrylonitrile (PAN), polyvinylidene fluoride trifluoroethylene (PVDF-TrFE), and polycaprolactone (PCL) nanofibers were fabricated via a modified electrospinning setup, consisting of a rotating cone-shaped copper collector, two syringe pumps, and two high voltage power supplies. The fiber diameters and twist angles varied as a function of the rotary speed of the collector. Mechanical testing of the yarns revealed that PVDF-TrFe and PCL yarns have a higher strain-to-failure than PAN yarns, reaching 307% for PCL nanoyarns. For the first time, the porosity of nanofiber yarns was studied as a function of twist angle, showing that PAN nanoyarns are more porous than PCL yarns.