+62.1%
DAL vs TWLO
+60.3%
+1.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.2% |
| 7D | +11.1% | -15.9% | +26.9% | +12.0% |
| 30D | +7.7% | -29.0% | +36.8% | +9.5% |
| 3M | -3.5% | +10.0% | -13.6% | -4.0% |
| 6M | +31.3% | +12.6% | +18.7% | +30.1% |
| YTD | +30.0% | +50.1% | -20.1% | +23.8% |
| 1Y | +62.1% | +64.3% | -2.2% | +48.4% |
| All | +62.1% | +60.3% | +1.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling