-100.0%
DFNS vs TWLO
-29.1%
-70.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.3% | -16.0% | -19.4% |
| 7D | -12.7% | +5.6% | -18.3% | -12.6% |
| 30D | -65.2% | -24.6% | -40.6% | -65.4% |
| 3M | -94.6% | -14.0% | -80.6% | -94.6% |
| 6M | -96.2% | +10.1% | -106.3% | -96.2% |
| YTD | -99.6% | +49.2% | -148.8% | -99.6% |
| 1Y | -99.7% | +65.2% | -164.9% | -99.7% |
| 3Y | -100.0% | +260.7% | -360.6% | -100.0% |
| 5Y | -100.0% | -30.2% | -69.7% | -100.0% |
| All | -100.0% | -29.1% | -70.9% | -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 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