+143.7%
EFA vs TWLO
+847.0%
-703.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | -1.3% | -9.1% | +7.8% | -0.5% |
| 3M | +5.2% | +11.0% | -5.8% | +3.7% |
| 6M | +9.4% | +79.4% | -70.0% | +2.1% |
| YTD | +12.7% | +59.7% | -47.0% | +6.2% |
| 1Y | +19.3% | +112.3% | -93.1% | +8.8% |
| 3Y | +66.3% | +247.0% | -180.6% | +41.5% |
| 5Y | +53.4% | -35.6% | +88.9% | +46.2% |
| 10Y | +144.4% | +305.7% | -161.3% | +86.6% |
| All | +143.7% | +847.0% | -703.3% | +69.2% |
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