+644.0%
TWLO vs D
+44.2%
+599.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +0.2% | +2.4% | -2.2% | -0.1% |
| 30D | -26.0% | +10.9% | -36.9% | -27.2% |
| 3M | -14.3% | +2.8% | -17.2% | -14.8% |
| 6M | +6.2% | +12.7% | -6.5% | +3.7% |
| YTD | +50.6% | +20.3% | +30.3% | +44.9% |
| 1Y | +64.0% | +17.1% | +46.9% | +58.5% |
| 3Y | +264.1% | +75.1% | +188.9% | +219.8% |
| 5Y | -27.9% | +13.1% | -41.1% | -31.4% |
| 10Y | +580.0% | +48.3% | +531.8% | +539.2% |
| All | +644.0% | +44.2% | +599.8% | +598.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling