-36.0%
TWLO vs D
+8.5%
-44.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 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