-99.9%
DFNS vs TWLO
-12.0%
-87.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.6% |
| 7D | -3.3% | -3.9% | +0.5% | -3.4% |
| 30D | -73.1% | -9.7% | -63.4% | -73.2% |
| 3M | -71.4% | +11.6% | -83.0% | -71.1% |
| 6M | -93.8% | +84.7% | -178.5% | -93.7% |
| YTD | -98.0% | +62.5% | -160.5% | -98.0% |
| 1Y | -98.2% | +121.7% | -219.9% | -98.1% |
| 3Y | -99.9% | +253.0% | -352.9% | -99.9% |
| 5Y | -99.9% | -32.5% | -67.4% | -99.9% |
| All | -99.9% | -12.0% | -87.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling