+689.1%
TWLO vs DLTR
+28.0%
+661.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.1% | +1.5% |
| 7D | +0.2% | -10.2% | +10.4% | +2.5% |
| 30D | -9.1% | -8.5% | -0.7% | -7.6% |
| 3M | +11.0% | +5.6% | +5.4% | +9.2% |
| 6M | +79.4% | +2.2% | +77.2% | +76.1% |
| YTD | +59.7% | -3.8% | +63.5% | +58.2% |
| 1Y | +112.3% | +22.9% | +89.4% | +97.1% |
| 3Y | +247.0% | +2.0% | +244.9% | +225.3% |
| 5Y | -35.6% | +29.8% | -65.4% | -44.1% |
| 10Y | +305.7% | +45.0% | +260.7% | +222.9% |
| All | +689.1% | +28.0% | +661.1% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling