+558.5%
TWLO vs DECK
+885.7%
-327.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.3% | -5.3% |
| 7D | -16.9% | +6.0% | -22.9% | -18.7% |
| 30D | -28.3% | +7.4% | -35.8% | -30.4% |
| 3M | +4.0% | -11.7% | +15.7% | +8.3% |
| 6M | +2.8% | -11.0% | +13.7% | +5.0% |
| YTD | +41.3% | -15.4% | +56.6% | +43.7% |
| 1Y | +52.9% | +7.2% | +45.7% | +40.3% |
| 3Y | +271.5% | -11.8% | +283.3% | +228.9% |
| 5Y | -35.3% | +24.3% | -59.6% | -53.8% |
| All | +558.5% | +885.7% | -327.2% | +172.4% |
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