+85.5%
ETN vs TWLO
+246.3%
-160.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.2% |
| 7D | +3.5% | -2.4% | +6.0% | +3.8% |
| 30D | -7.5% | -7.8% | +0.3% | -6.7% |
| 3M | +8.3% | +10.0% | -1.7% | +6.3% |
| 6M | +20.2% | +79.5% | -59.3% | +7.6% |
| YTD | +34.7% | +59.8% | -25.2% | +22.7% |
| 1Y | +19.4% | +121.7% | -102.2% | +0.9% |
| 3Y | +85.5% | +240.8% | -155.3% | +41.8% |
| All | +85.5% | +246.3% | -160.8% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling