+128.5%
EEM vs TWLO
+312.8%
-184.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -1.3% | -2.4% | +1.2% | -1.0% |
| 30D | +2.1% | -7.8% | +9.9% | +2.9% |
| 3M | +1.0% | +10.0% | -9.0% | -0.8% |
| 6M | +15.9% | +79.5% | -63.6% | +6.4% |
| YTD | +24.6% | +59.8% | -35.2% | +15.7% |
| 1Y | +32.3% | +121.7% | -89.4% | +17.3% |
| 3Y | +85.9% | +240.8% | -154.9% | +52.1% |
| 5Y | +45.4% | -33.6% | +79.0% | +38.5% |
| All | +128.5% | +312.8% | -184.2% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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