+31.9%
DIS vs TWLO
+566.1%
-534.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.9% | +4.5% | -2.6% | +1.3% |
| 30D | +9.2% | -22.1% | +31.3% | +12.5% |
| 3M | +13.5% | -15.3% | +28.8% | +15.0% |
| 6M | +14.3% | +9.7% | +4.6% | +10.4% |
| YTD | +5.4% | +48.5% | -43.1% | -3.8% |
| 1Y | +12.2% | +70.3% | -58.2% | +0.2% |
| 3Y | +37.2% | +261.4% | -224.2% | +6.1% |
| 5Y | -23.1% | -30.6% | +7.4% | -30.7% |
| All | +31.9% | +566.1% | -534.2% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling