+702.8%
TWLO vs DGX
+253.5%
+449.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +2.5% |
| 7D | -3.9% | -3.5% | -0.4% | -2.4% |
| 30D | -9.7% | -2.7% | -7.0% | -8.7% |
| 3M | +11.6% | +13.9% | -2.3% | +5.0% |
| 6M | +84.7% | +16.0% | +68.7% | +71.6% |
| YTD | +62.5% | +34.9% | +27.6% | +39.5% |
| 1Y | +121.7% | +30.6% | +91.1% | +92.2% |
| 3Y | +253.0% | +93.0% | +160.0% | +142.3% |
| 5Y | -32.5% | +64.4% | -96.9% | -50.1% |
| 10Y | +312.7% | +248.1% | +64.6% | +85.0% |
| All | +702.8% | +253.5% | +449.3% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling