-32.5%
TWLO vs DG
-39.4%
+6.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | -3.9% | -6.3% | +2.4% | -3.4% |
| 30D | -9.7% | +2.4% | -12.1% | -9.9% |
| 3M | +11.6% | +12.4% | -0.8% | +10.4% |
| 6M | +84.7% | -14.9% | +99.6% | +86.6% |
| YTD | +62.5% | -6.1% | +68.5% | +62.9% |
| 1Y | +121.7% | +17.9% | +103.8% | +117.9% |
| 3Y | +253.0% | +3.1% | +249.8% | +246.4% |
| 5Y | -32.5% | -38.7% | +6.2% | -21.8% |
| All | -32.5% | -39.4% | +6.9% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling