+16.3%
DIS vs TWLO
+871.2%
-854.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | -2.6% | -2.0% | -0.6% | -2.4% |
| 30D | +3.5% | +20.6% | -17.1% | +0.4% |
| 3M | +6.8% | -1.5% | +8.4% | +6.2% |
| 6M | +3.0% | +89.4% | -86.4% | -7.4% |
| YTD | -6.7% | +63.8% | -70.5% | -14.7% |
| 1Y | -10.1% | +119.7% | -129.8% | -21.6% |
| 3Y | +33.0% | +256.1% | -223.1% | +5.9% |
| 5Y | -40.0% | -36.6% | -3.4% | -45.2% |
| 10Y | +21.1% | +304.3% | -283.3% | -11.3% |
| All | +16.3% | +871.2% | -854.9% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling