+240.6%
TWLO vs DG
+4.6%
+235.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.5% |
| 7D | +0.2% | -4.8% | +5.0% | +0.1% |
| 30D | -9.1% | +1.8% | -10.9% | -9.1% |
| 3M | +11.0% | +14.5% | -3.5% | +11.4% |
| 6M | +79.4% | -13.6% | +92.9% | +78.1% |
| YTD | +59.7% | -4.8% | +64.6% | +59.6% |
| 1Y | +112.3% | +21.6% | +90.8% | +115.4% |
| All | +240.6% | +4.6% | +235.9% | +252.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling