+143.3%
DELL vs TWLO
+60.3%
+83.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.7% | -8.8% |
| 7D | -24.6% | -15.9% | -8.7% | -21.2% |
| 30D | -32.5% | -29.0% | -3.4% | -26.8% |
| 3M | -20.2% | +10.0% | -30.2% | -24.2% |
| 6M | +76.5% | +12.6% | +63.9% | +66.0% |
| YTD | +198.9% | +50.1% | +148.8% | +152.8% |
| 1Y | +143.3% | +64.3% | +79.1% | +94.2% |
| All | +143.3% | +60.3% | +83.0% | +94.2% |
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