+4,782.6%
DELL vs TWLO
+273.1%
+4,509.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +8.7% | +0.2% | +8.6% | +8.7% |
| 30D | +16.9% | -9.1% | +26.0% | +18.8% |
| 3M | +40.4% | +11.0% | +29.4% | +36.8% |
| 6M | +267.1% | +79.4% | +187.7% | +226.6% |
| YTD | +329.1% | +59.7% | +269.4% | +288.4% |
| 1Y | +346.9% | +112.3% | +234.6% | +283.7% |
| 3Y | +696.6% | +247.0% | +449.7% | +517.2% |
| 5Y | +1,106.2% | -35.6% | +1,141.8% | +1,030.4% |
| 10Y | +4,177.7% | +305.7% | +3,872.0% | +2,568.1% |
| All | +4,782.6% | +273.1% | +4,509.5% | +2,946.7% |
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