+40.5%
EQT vs TWLO
+863.4%
-822.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -1.2% | -3.9% | +2.7% | -0.9% |
| 30D | +1.1% | -9.7% | +10.8% | +1.7% |
| 3M | +4.8% | +11.6% | -6.8% | +3.6% |
| 6M | -10.6% | +84.7% | -95.3% | -15.3% |
| YTD | +3.4% | +62.5% | -59.1% | -1.2% |
| 1Y | +8.7% | +121.7% | -113.0% | +1.2% |
| 3Y | +35.0% | +253.0% | -218.0% | +20.2% |
| 5Y | +204.2% | -32.5% | +236.7% | +189.8% |
| 10Y | +52.5% | +312.7% | -260.3% | +19.5% |
| All | +40.5% | +863.4% | -822.9% | +12.3% |
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