+684.6%
TWLO vs DD
+71.4%
+613.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -1.2% | -0.6% | -0.6% | -1.0% |
| 30D | -6.4% | -7.4% | +1.0% | -3.5% |
| 3M | +6.3% | -6.4% | +12.7% | +8.4% |
| 6M | +76.4% | -2.5% | +78.9% | +75.8% |
| YTD | +58.8% | +10.2% | +48.6% | +49.2% |
| 1Y | +107.1% | +36.9% | +70.1% | +76.3% |
| 3Y | +245.0% | +47.0% | +198.0% | +180.2% |
| 5Y | -36.0% | +63.1% | -99.1% | -50.4% |
| 10Y | +293.2% | +68.2% | +225.0% | +190.6% |
| All | +684.6% | +71.4% | +613.2% | +472.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling