+22.3%
DIS vs TWLO
+298.6%
-276.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | +1.0% | -9.1% | +10.1% | +2.1% |
| 3M | +5.7% | +11.0% | -5.3% | +3.3% |
| 6M | +3.3% | +79.4% | -76.1% | -6.9% |
| YTD | -7.7% | +59.7% | -67.5% | -15.7% |
| 1Y | -10.0% | +112.3% | -122.3% | -21.6% |
| 3Y | +31.7% | +247.0% | -215.2% | +4.1% |
| 5Y | -42.2% | -35.6% | -6.6% | -47.3% |
| 10Y | +22.3% | +305.7% | -283.4% | -12.9% |
| All | +22.3% | +298.6% | -276.2% | -12.9% |
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 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