+158.5%
DAL vs TWLO
+742.1%
-583.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.1% |
| 7D | +8.8% | -1.5% | +10.3% | +9.0% |
| 30D | +5.4% | -26.0% | +31.4% | +9.8% |
| 3M | -4.9% | +4.6% | -9.5% | -6.8% |
| 6M | +19.8% | +5.5% | +14.3% | +16.5% |
| YTD | +27.0% | +42.0% | -15.0% | +16.6% |
| 1Y | +52.5% | +58.5% | -6.0% | +37.5% |
| 3Y | +173.8% | +279.7% | -105.8% | +112.4% |
| 5Y | +104.5% | -35.0% | +139.5% | +85.8% |
| 10Y | +129.7% | +539.9% | -410.2% | +52.6% |
| All | +158.5% | +742.1% | -583.6% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling