+64.9%
TWLO vs DT
+100.3%
-35.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.2% |
| 7D | -2.4% | -1.6% | -0.8% | -1.3% |
| 30D | -7.8% | +3.0% | -10.9% | -9.6% |
| 3M | +10.0% | +26.5% | -16.5% | -7.5% |
| 6M | +79.5% | +35.9% | +43.5% | +42.9% |
| YTD | +59.8% | +17.8% | +42.0% | +40.1% |
| 1Y | +121.7% | +4.1% | +117.6% | +111.6% |
| 3Y | +240.8% | +5.3% | +235.5% | +218.2% |
| 5Y | -33.6% | -27.2% | -6.4% | -25.9% |
| All | +64.9% | +100.3% | -35.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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