+684.6%
TWLO vs DG
+58.7%
+625.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.3% |
| 7D | -1.2% | -2.5% | +1.2% | -0.7% |
| 30D | -6.4% | +1.0% | -7.4% | -6.6% |
| 3M | +6.3% | +20.3% | -14.0% | +2.1% |
| 6M | +76.4% | -11.7% | +88.2% | +79.8% |
| YTD | +58.8% | -2.3% | +61.1% | +58.4% |
| 1Y | +107.1% | +20.0% | +87.1% | +96.9% |
| 3Y | +245.0% | +7.2% | +237.7% | +220.4% |
| 5Y | -36.0% | -37.9% | +2.0% | -28.0% |
| 10Y | +293.2% | +107.3% | +185.9% | +208.0% |
| All | +684.6% | +58.7% | +625.9% | +527.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling