+121.7%
TWLO vs DTE
+1.0%
+120.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -2.6% |
| 7D | -2.4% | -2.6% | +0.2% | -4.2% |
| 30D | -7.8% | -4.4% | -3.4% | -10.7% |
| 3M | +10.0% | -8.3% | +18.4% | +4.2% |
| 6M | +79.5% | -8.1% | +87.5% | +70.9% |
| YTD | +59.8% | +4.4% | +55.4% | +66.2% |
| 1Y | +121.7% | +0.2% | +121.5% | +123.4% |
| All | +121.7% | +1.0% | +120.7% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling