-32.3%
TWLO vs DHI
+61.2%
-93.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.1% |
| 30D | -7.8% | -5.4% | -2.4% | -6.0% |
| 3M | +10.0% | -10.4% | +20.5% | +14.1% |
| 6M | +79.5% | -2.8% | +82.2% | +77.8% |
| YTD | +59.8% | -3.4% | +63.2% | +56.4% |
| 1Y | +121.7% | -22.9% | +144.6% | +139.3% |
| 3Y | +240.8% | +20.7% | +220.1% | +152.3% |
| All | -32.3% | +61.2% | -93.6% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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