-41.5%
DIS vs TWLO
-37.0%
-4.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.3% |
| 7D | -1.1% | -1.2% | +0.1% | -0.9% |
| 30D | +0.1% | -6.4% | +6.5% | +1.1% |
| 3M | +7.1% | +6.3% | +0.8% | +4.8% |
| 6M | +4.3% | +76.4% | -72.2% | -9.0% |
| YTD | -6.9% | +58.8% | -65.8% | -17.5% |
| 1Y | -10.3% | +107.1% | -117.4% | -25.3% |
| 3Y | +32.8% | +245.0% | -212.2% | -5.1% |
| 5Y | -41.5% | -36.0% | -5.5% | -47.6% |
| All | -41.5% | -37.0% | -4.5% | -47.6% |
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 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