+173.8%
DAL vs TWLO
+272.8%
-99.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +8.8% | -1.5% | +10.3% | +9.1% |
| 30D | +5.4% | -26.0% | +31.4% | +10.8% |
| 3M | -4.9% | +4.6% | -9.5% | -7.5% |
| 6M | +19.8% | +5.5% | +14.3% | +15.1% |
| YTD | +27.0% | +42.0% | -15.0% | +11.5% |
| 1Y | +52.5% | +58.5% | -6.0% | +29.6% |
| 3Y | +173.8% | +279.7% | -105.8% | +71.9% |
| All | +173.8% | +272.8% | -99.0% | +71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling