+689.7%
TWLO vs DTE
+130.9%
+558.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | -7.8% | -4.4% | -3.4% | -7.2% |
| 3M | +10.0% | -8.3% | +18.4% | +11.4% |
| 6M | +79.5% | -8.1% | +87.5% | +81.1% |
| YTD | +59.8% | +4.4% | +55.4% | +57.1% |
| 1Y | +121.7% | +0.2% | +121.5% | +119.5% |
| 3Y | +240.8% | +42.6% | +198.2% | +209.4% |
| 5Y | -33.6% | +31.5% | -65.1% | -39.0% |
| 10Y | +306.0% | +138.2% | +167.7% | +269.9% |
| All | +689.7% | +130.9% | +558.8% | +620.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling