+64.3%
TWLO vs DD
+49.3%
+14.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | -15.9% | +8.7% | -24.6% | -16.4% |
| 30D | -29.0% | +15.3% | -44.4% | -29.7% |
| 3M | +10.0% | +5.9% | +4.1% | +9.4% |
| 6M | +12.6% | +11.6% | +1.0% | +10.5% |
| YTD | +50.1% | +26.5% | +23.6% | +38.4% |
| 1Y | +64.3% | +35.4% | +28.9% | +47.0% |
| All | +64.3% | +49.3% | +14.9% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling