+5.7%
DIS vs TWLO
+68.8%
-63.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.3% |
| 7D | +0.6% | +2.8% | -2.2% | +0.6% |
| 30D | +10.3% | -22.4% | +32.6% | +10.4% |
| 3M | +15.6% | -14.2% | +29.8% | +15.6% |
| 6M | +15.1% | +10.5% | +4.6% | +14.2% |
| YTD | +6.0% | +54.3% | -48.3% | +0.4% |
| 1Y | +5.7% | +68.0% | -62.3% | -2.5% |
| All | +5.7% | +68.8% | -63.1% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling