-100.0%
DFNS vs TWLO
-19.5%
-80.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.5% |
| 7D | -6.0% | +4.5% | -10.5% | -5.9% |
| 30D | -71.2% | -22.1% | -49.1% | -71.3% |
| 3M | -94.5% | -15.3% | -79.2% | -94.5% |
| 6M | -96.5% | +9.7% | -106.2% | -96.5% |
| YTD | -99.6% | +48.5% | -148.1% | -99.6% |
| 1Y | -99.7% | +70.3% | -170.0% | -99.7% |
| 3Y | -100.0% | +261.4% | -361.4% | -100.0% |
| 5Y | -100.0% | -30.6% | -69.4% | -100.0% |
| All | -100.0% | -19.5% | -80.4% | -100.0% |
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 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