-94.6%
DFNS vs TWLO
-16.0%
-78.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.3% | -16.0% | -17.6% |
| 7D | -12.7% | +5.6% | -18.3% | -14.0% |
| 30D | -65.2% | -24.6% | -40.6% | -60.8% |
| 3M | -94.6% | -14.0% | -80.6% | -94.8% |
| All | -94.6% | -16.0% | -78.6% | -94.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling