+549.6%
TWLO vs DECK
+938.4%
-388.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.3% | -2.0% | +0.7% |
| 7D | -0.5% | +6.4% | -6.9% | -2.8% |
| 30D | -28.6% | +9.1% | -37.7% | -31.1% |
| 3M | -14.4% | -7.2% | -7.1% | -12.5% |
| 6M | +2.4% | -9.9% | +12.4% | +4.4% |
| YTD | +45.3% | -12.8% | +58.0% | +46.1% |
| 1Y | +61.8% | +10.6% | +51.3% | +46.7% |
| 3Y | +269.0% | -13.8% | +282.8% | +231.4% |
| 5Y | -33.5% | +27.6% | -61.1% | -52.9% |
| 10Y | +549.6% | +887.0% | -337.4% | +159.6% |
| All | +549.6% | +938.4% | -388.8% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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