+689.1%
TWLO vs DE
+839.9%
-150.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +0.2% | -3.0% | +3.2% | +1.3% |
| 30D | -9.1% | +11.1% | -20.3% | -12.8% |
| 3M | +11.0% | +17.6% | -6.6% | +3.9% |
| 6M | +79.4% | +13.6% | +65.8% | +68.9% |
| YTD | +59.7% | +46.3% | +13.5% | +34.6% |
| 1Y | +112.3% | +44.2% | +68.2% | +79.3% |
| 3Y | +247.0% | +76.6% | +170.4% | +166.9% |
| 5Y | -35.6% | +98.2% | -133.8% | -54.1% |
| 10Y | +305.7% | +863.5% | -557.8% | +54.5% |
| All | +689.1% | +839.9% | -150.8% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling