+301.0%
TWLO vs DLTR
+45.3%
+255.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | -10.1% | +7.7% | -0.2% |
| 30D | -7.8% | -8.1% | +0.3% | -6.4% |
| 3M | +10.0% | +2.9% | +7.2% | +8.9% |
| 6M | +79.5% | +4.3% | +75.1% | +75.4% |
| YTD | +59.8% | -3.9% | +63.8% | +58.4% |
| 1Y | +121.7% | +18.9% | +102.8% | +107.7% |
| 3Y | +240.8% | +1.9% | +238.9% | +219.9% |
| 5Y | -33.6% | +31.0% | -64.6% | -42.4% |
| All | +301.0% | +45.3% | +255.7% | +217.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling