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  • TWLO vs D✓SelectedUSD · DTWLO vs D performance historyLatest closeAs of-3.04%09/08
Stock and ETF performance explorer

TWLO vs D

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-36.0%
D return
+8.5%
Excess return
-44.5%
Maximum drawdown
-88.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioDExcessAlpha
1D-3.0%+0.6%-3.6%-3.1%
7D-1.2%+0.8%-2.0%-1.3%
30D-6.4%-0.7%-5.6%-6.3%
3M+6.3%+2.1%+4.2%+5.8%
6M+76.4%+6.8%+69.6%+73.3%
YTD+58.8%+16.5%+42.3%+52.6%
1Y+107.1%+19.2%+87.9%+97.1%
3Y+245.0%+61.9%+183.1%+190.9%
5Y-36.0%+6.5%-42.5%-41.2%
All-36.0%+8.5%-44.5%-41.2%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling