-96.2%
DFNS vs TWLO
+7.7%
-103.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.3% | -16.0% | -19.5% |
| 7D | -12.7% | +5.6% | -18.3% | -12.2% |
| 30D | -65.2% | -24.6% | -40.6% | -67.0% |
| 3M | -94.6% | -14.0% | -80.6% | -94.7% |
| 6M | -96.2% | +10.1% | -106.3% | -95.4% |
| All | -96.2% | +7.7% | -103.9% | -95.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling