-99.9%
DFNS vs TWLO
-11.3%
-88.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.5% |
| 7D | -16.0% | -2.0% | -14.0% | -16.1% |
| 30D | -77.7% | +20.6% | -98.3% | -77.5% |
| 3M | -77.2% | -1.5% | -75.6% | -77.0% |
| 6M | -95.2% | +89.4% | -184.6% | -95.1% |
| YTD | -98.0% | +63.8% | -161.8% | -97.9% |
| 1Y | -98.3% | +119.7% | -218.0% | -98.2% |
| 3Y | -99.9% | +256.1% | -356.0% | -99.9% |
| 5Y | -99.9% | -36.6% | -63.3% | -99.9% |
| All | -99.9% | -11.3% | -88.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling