+358.3%
DELL vs TWLO
+117.0%
+241.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.6% | +13.6% | +12.4% |
| 7D | +8.2% | -2.4% | +10.6% | +8.8% |
| 30D | +17.1% | -7.8% | +24.9% | +19.4% |
| 3M | +45.2% | +10.0% | +35.1% | +40.1% |
| 6M | +286.8% | +79.5% | +207.3% | +224.6% |
| YTD | +354.8% | +59.8% | +294.9% | +288.6% |
| 1Y | +358.3% | +121.7% | +236.6% | +253.1% |
| All | +358.3% | +117.0% | +241.2% | +253.1% |
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