+64.3%
TWLO vs DLTR
+45.2%
+19.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.6% | -9.8% | +0.8% |
| 7D | -15.9% | +15.6% | -31.5% | -14.6% |
| 30D | -29.0% | +29.9% | -58.9% | -27.5% |
| 3M | +10.0% | +12.5% | -2.4% | +11.6% |
| 6M | +12.6% | +56.3% | -43.7% | +14.5% |
| YTD | +50.1% | +19.5% | +30.6% | +50.2% |
| 1Y | +64.3% | +44.0% | +20.2% | +53.2% |
| All | +64.3% | +45.2% | +19.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling