+190.8%
EQT vs TWLO
-33.6%
+224.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | -2.0% | -2.4% | +0.4% | -1.8% |
| 30D | 0.0% | -7.8% | +7.8% | +0.7% |
| 3M | +5.9% | +10.0% | -4.1% | +4.6% |
| 6M | -14.8% | +79.5% | -94.3% | -20.4% |
| YTD | +1.8% | +59.8% | -58.1% | -4.0% |
| 1Y | +7.4% | +121.7% | -114.3% | -2.5% |
| 3Y | +33.6% | +240.8% | -207.2% | +14.5% |
| All | +190.8% | -33.6% | +224.4% | +205.4% |
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