-29.8%
DIS vs TWLO
-34.1%
+4.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.6% |
| 7D | +5.3% | -0.5% | +5.8% | +5.4% |
| 30D | +10.2% | -28.6% | +38.9% | +16.1% |
| 3M | +13.5% | -14.4% | +27.9% | +15.1% |
| 6M | +11.1% | +2.4% | +8.7% | +7.5% |
| YTD | +5.5% | +45.3% | -39.8% | -6.3% |
| 1Y | +9.1% | +61.8% | -52.7% | -5.4% |
| 3Y | +36.0% | +269.0% | -233.0% | -6.7% |
| 5Y | -29.8% | -33.5% | +3.6% | -33.9% |
| All | -29.8% | -34.1% | +4.2% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling