+240.8%
TWLO vs DGX
+96.4%
+144.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.8% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | -7.8% | -1.2% | -6.7% | -7.7% |
| 3M | +10.0% | +15.8% | -5.7% | +8.7% |
| 6M | +79.5% | +18.2% | +61.3% | +77.2% |
| YTD | +59.8% | +37.2% | +22.6% | +54.0% |
| 1Y | +121.7% | +30.4% | +91.3% | +114.9% |
| 3Y | +240.8% | +96.7% | +144.1% | +187.6% |
| All | +240.8% | +96.4% | +144.4% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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