-99.9%
DFNS vs TWLO
-35.1%
-64.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.6% |
| 7D | +4.6% | +0.2% | +4.4% | +4.6% |
| 30D | -73.9% | -9.1% | -64.7% | -74.0% |
| 3M | -71.7% | +11.0% | -82.7% | -71.4% |
| 6M | -94.6% | +79.4% | -173.9% | -94.5% |
| YTD | -98.1% | +59.7% | -157.8% | -98.1% |
| 1Y | -98.3% | +112.3% | -210.6% | -98.3% |
| 3Y | -99.9% | +247.0% | -346.8% | -99.9% |
| 5Y | -99.9% | -35.6% | -64.3% | -99.9% |
| All | -99.9% | -35.1% | -64.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling