+45.0%
EEM vs TWLO
-33.6%
+78.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.7% |
| 6M | +15.9% | +79.5% | -63.6% | +6.8% |
| YTD | +24.6% | +59.8% | -35.2% | +16.0% |
| 1Y | +32.3% | +121.7% | -89.4% | +17.8% |
| 3Y | +85.9% | +240.8% | -154.9% | +52.5% |
| All | +45.0% | -33.6% | +78.6% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling