+702.8%
TWLO vs DTE
+133.9%
+568.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.9% |
| 7D | -3.9% | -2.0% | -1.9% | -3.6% |
| 30D | -9.7% | -2.4% | -7.3% | -9.4% |
| 3M | +11.6% | -7.3% | +18.9% | +12.8% |
| 6M | +84.7% | -7.6% | +92.3% | +86.3% |
| YTD | +62.5% | +5.8% | +56.7% | +59.4% |
| 1Y | +121.7% | +2.3% | +119.4% | +118.6% |
| 3Y | +253.0% | +45.0% | +208.0% | +219.5% |
| 5Y | -32.5% | +33.2% | -65.7% | -38.2% |
| 10Y | +312.7% | +141.4% | +171.3% | +275.3% |
| All | +702.8% | +133.9% | +568.9% | +631.0% |
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