+161.0%
DAL vs TWLO
+261.1%
-100.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -1.1% | +4.5% | -5.6% | -1.9% |
| 30D | +12.8% | -22.1% | +34.9% | +17.5% |
| 3M | -5.3% | -15.3% | +10.0% | -3.4% |
| 6M | +22.4% | +9.7% | +12.7% | +16.8% |
| YTD | +25.6% | +48.5% | -22.9% | +9.5% |
| 1Y | +45.5% | +70.3% | -24.8% | +22.0% |
| 3Y | +161.0% | +261.4% | -100.5% | +71.9% |
| All | +161.0% | +261.1% | -100.1% | +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