+301.2%
TWLO vs DECK
-11.0%
+312.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.0% | -6.1% | -1.1% |
| 7D | -15.9% | +10.4% | -26.2% | -17.3% |
| 30D | -29.0% | +11.1% | -40.1% | -30.4% |
| 3M | +10.0% | -10.8% | +20.8% | +11.9% |
| 6M | +12.6% | -8.7% | +21.3% | +13.1% |
| YTD | +50.1% | -14.0% | +64.1% | +51.1% |
| 1Y | +64.3% | +12.0% | +52.2% | +53.9% |
| All | +301.2% | -11.0% | +312.2% | +269.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling