-32.3%
TWLO vs DT
-27.6%
-4.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.1% |
| 7D | -2.4% | -1.6% | -0.8% | -1.2% |
| 30D | -7.8% | +3.0% | -10.9% | -9.9% |
| 3M | +10.0% | +26.5% | -16.5% | -10.0% |
| 6M | +79.5% | +35.9% | +43.5% | +37.5% |
| YTD | +59.8% | +17.8% | +42.0% | +36.9% |
| 1Y | +121.7% | +4.1% | +117.6% | +109.5% |
| 3Y | +240.8% | +5.3% | +235.5% | +210.9% |
| All | -32.3% | -27.6% | -4.8% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling