+319.1%
DELL vs TWLO
+123.2%
+195.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.3% |
| 7D | +14.9% | -2.0% | +16.9% | +15.5% |
| 30D | +13.3% | +20.6% | -7.3% | +6.9% |
| 3M | +24.4% | -1.5% | +25.9% | +24.6% |
| 6M | +258.0% | +89.4% | +168.6% | +197.4% |
| YTD | +320.2% | +63.8% | +256.4% | +257.9% |
| 1Y | +319.1% | +119.7% | +199.3% | +230.0% |
| All | +319.1% | +123.2% | +195.9% | +230.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling