-32.3%
TWLO vs DGX
+66.8%
-99.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | -2.4% | -0.9% | -1.5% | -2.2% |
| 30D | -7.8% | -1.2% | -6.7% | -7.5% |
| 3M | +10.0% | +15.8% | -5.7% | +4.6% |
| 6M | +79.5% | +18.2% | +61.3% | +69.1% |
| YTD | +59.8% | +37.2% | +22.6% | +41.0% |
| 1Y | +121.7% | +30.4% | +91.3% | +98.7% |
| 3Y | +240.8% | +96.7% | +144.1% | +137.0% |
| All | -32.3% | +66.8% | -99.1% | -49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling