+305.7%
TWLO vs D
+34.1%
+271.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.8% |
| 7D | +0.2% | -0.4% | +0.6% | +0.3% |
| 30D | -9.1% | -2.1% | -7.1% | -8.9% |
| 3M | +11.0% | -0.7% | +11.7% | +11.0% |
| 6M | +79.4% | +5.6% | +73.8% | +77.0% |
| YTD | +59.7% | +14.6% | +45.2% | +55.0% |
| 1Y | +112.3% | +15.3% | +97.0% | +105.3% |
| 3Y | +247.0% | +59.1% | +187.8% | +210.0% |
| 5Y | -35.6% | +3.9% | -39.5% | -37.9% |
| 10Y | +305.7% | +38.5% | +267.2% | +287.2% |
| All | +305.7% | +34.1% | +271.6% | +287.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling