+709.2%
TWLO vs D
+38.9%
+670.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.1% |
| 7D | -2.0% | +1.5% | -3.5% | -2.2% |
| 30D | +20.6% | -2.6% | +23.2% | +21.1% |
| 3M | -1.5% | 0.0% | -1.6% | -1.6% |
| 6M | +89.4% | +7.4% | +82.1% | +86.4% |
| YTD | +63.8% | +15.9% | +47.9% | +58.6% |
| 1Y | +119.7% | +18.1% | +101.6% | +111.5% |
| 3Y | +256.1% | +58.4% | +197.8% | +218.4% |
| 5Y | -36.6% | +5.2% | -41.8% | -39.0% |
| 10Y | +304.3% | +35.9% | +268.5% | +292.4% |
| All | +709.2% | +38.9% | +670.3% | +664.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling