+52.7%
EFA vs TWLO
-33.6%
+86.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | -1.5% | -2.4% | +0.9% | -1.3% |
| 30D | -1.7% | -7.8% | +6.2% | -1.0% |
| 3M | +3.5% | +10.0% | -6.5% | +2.1% |
| 6M | +9.5% | +79.5% | -70.0% | +1.8% |
| YTD | +12.9% | +59.8% | -47.0% | +6.0% |
| 1Y | +18.2% | +121.7% | -103.5% | +6.6% |
| 3Y | +64.8% | +240.8% | -176.0% | +38.0% |
| All | +52.7% | -33.6% | +86.3% | +39.7% |
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