+121.7%
TWLO vs DD
+34.9%
+86.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.4% | -1.6% |
| 7D | -2.4% | -3.5% | +1.1% | -2.1% |
| 30D | -7.8% | -11.7% | +3.8% | -6.8% |
| 3M | +10.0% | -9.2% | +19.3% | +10.9% |
| 6M | +79.5% | -7.2% | +86.7% | +78.8% |
| YTD | +59.8% | +6.6% | +53.2% | +52.2% |
| 1Y | +121.7% | +32.0% | +89.7% | +94.7% |
| All | +121.7% | +34.9% | +86.8% | +94.7% |
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