-32.3%
TWLO vs DLTR
+30.4%
-62.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -2.4% | -10.1% | +7.7% | -0.7% |
| 30D | -7.8% | -8.1% | +0.3% | -6.7% |
| 3M | +10.0% | +2.9% | +7.2% | +9.1% |
| 6M | +79.5% | +4.3% | +75.1% | +76.3% |
| YTD | +59.8% | -3.9% | +63.8% | +58.8% |
| 1Y | +121.7% | +18.9% | +102.8% | +109.4% |
| 3Y | +240.8% | +1.9% | +238.9% | +222.6% |
| All | -32.3% | +30.4% | -62.7% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling