+119.7%
TWLO vs DG
+23.4%
+96.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.2% |
| 7D | -2.0% | +8.4% | -10.4% | -2.5% |
| 30D | +20.6% | +4.9% | +15.6% | +20.1% |
| 3M | -1.5% | +29.3% | -30.9% | -3.7% |
| 6M | +89.4% | -11.3% | +100.7% | +89.8% |
| YTD | +63.8% | +1.8% | +62.0% | +64.3% |
| 1Y | +119.7% | +25.3% | +94.4% | +119.4% |
| All | +119.7% | +23.4% | +96.3% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling