+301.0%
TWLO vs DE
+863.9%
-562.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -2.4% | -2.6% | +0.1% | -1.5% |
| 30D | -7.8% | +9.0% | -16.8% | -10.9% |
| 3M | +10.0% | +19.1% | -9.1% | +2.5% |
| 6M | +79.5% | +14.4% | +65.1% | +68.4% |
| YTD | +59.8% | +45.9% | +13.9% | +34.6% |
| 1Y | +121.7% | +43.6% | +78.1% | +87.3% |
| 3Y | +240.8% | +75.9% | +164.9% | +162.0% |
| 5Y | -33.6% | +98.8% | -132.4% | -52.9% |
| All | +301.0% | +863.9% | -562.9% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling