+245.0%
TWLO vs D
+65.5%
+179.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | -1.2% | +0.8% | -2.0% | -1.2% |
| 30D | -6.4% | -0.7% | -5.6% | -6.4% |
| 3M | +6.3% | +2.1% | +4.2% | +6.1% |
| 6M | +76.4% | +6.8% | +69.6% | +75.1% |
| YTD | +58.8% | +16.5% | +42.3% | +55.7% |
| 1Y | +107.1% | +19.2% | +87.9% | +101.5% |
| 3Y | +245.0% | +61.9% | +183.1% | +191.0% |
| All | +245.0% | +65.5% | +179.5% | +191.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling