+261.5%
DIA vs TWLO
+871.2%
-609.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | -0.2% | -2.0% | +1.8% | 0.0% |
| 30D | -1.5% | +20.6% | -22.1% | -3.6% |
| 3M | +3.8% | -1.5% | +5.3% | +3.4% |
| 6M | +10.3% | +89.4% | -79.2% | +2.3% |
| YTD | +12.1% | +63.8% | -51.7% | +5.2% |
| 1Y | +18.6% | +119.7% | -101.1% | +7.7% |
| 3Y | +60.6% | +256.1% | -195.5% | +36.2% |
| 5Y | +64.4% | -36.6% | +101.0% | +57.6% |
| 10Y | +250.1% | +304.3% | -54.2% | +162.6% |
| All | +261.5% | +871.2% | -609.7% | +157.6% |
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