+105.8%
DAL vs TWLO
-36.3%
+142.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.5% |
| 7D | +0.1% | -2.0% | +2.1% | +0.5% |
| 30D | -13.9% | +20.6% | -34.5% | -18.0% |
| 3M | +1.1% | -1.5% | +2.6% | +0.3% |
| 6M | +26.2% | +89.4% | -63.2% | +6.0% |
| YTD | +16.4% | +63.8% | -47.4% | +0.6% |
| 1Y | +33.9% | +119.7% | -85.9% | +6.9% |
| 3Y | +93.4% | +256.1% | -162.8% | +33.4% |
| All | +105.8% | -36.3% | +142.2% | +83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling