+126.4%
DAL vs TWLO
+293.5%
-167.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.0% |
| 7D | +3.4% | -1.2% | +4.6% | +3.5% |
| 30D | -13.6% | -6.4% | -7.2% | -12.8% |
| 3M | +1.2% | +6.3% | -5.1% | -0.5% |
| 6M | +34.5% | +76.4% | -41.9% | +20.5% |
| YTD | +14.7% | +58.8% | -44.1% | +4.0% |
| 1Y | +29.2% | +107.1% | -77.8% | +11.8% |
| 3Y | +100.0% | +245.0% | -145.0% | +57.2% |
| 5Y | +106.3% | -36.0% | +142.3% | +86.3% |
| 10Y | +126.4% | +293.2% | -166.8% | +49.4% |
| All | +126.4% | +293.5% | -167.1% | +49.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling