+145.3%
EEM vs TWLO
+847.0%
-701.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +2.0% | +0.2% | +1.8% | +1.9% |
| 30D | +5.1% | -9.1% | +14.2% | +6.1% |
| 3M | +4.6% | +11.0% | -6.4% | +2.7% |
| 6M | +17.8% | +79.4% | -61.6% | +8.2% |
| YTD | +25.8% | +59.7% | -33.9% | +16.9% |
| 1Y | +36.4% | +112.3% | -75.9% | +21.8% |
| 3Y | +90.0% | +247.0% | -157.0% | +55.6% |
| 5Y | +46.6% | -35.6% | +82.1% | +40.1% |
| 10Y | +132.3% | +305.7% | -173.4% | +65.7% |
| All | +145.3% | +847.0% | -701.7% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling