+709.9%
ETN vs TWLO
+863.4%
-153.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | +3.0% | -3.9% | +6.9% | +3.4% |
| 30D | -10.9% | -9.7% | -1.2% | -10.1% |
| 3M | +9.2% | +11.6% | -2.4% | +7.5% |
| 6M | +13.9% | +84.7% | -70.8% | +5.4% |
| YTD | +29.5% | +62.5% | -33.0% | +21.1% |
| 1Y | +14.2% | +121.7% | -107.5% | +2.9% |
| 3Y | +79.9% | +253.0% | -173.1% | +52.2% |
| 5Y | +175.7% | -32.5% | +208.2% | +158.7% |
| 10Y | +693.2% | +312.7% | +380.5% | +487.3% |
| All | +709.9% | +863.4% | -153.5% | +451.5% |
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