+84.9%
EWT vs TWLO
+117.0%
-32.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.0% |
| 7D | -1.1% | -2.4% | +1.3% | -0.9% |
| 30D | +4.5% | -7.8% | +12.3% | +5.2% |
| 3M | +8.3% | +10.0% | -1.8% | +6.6% |
| 6M | +54.2% | +79.5% | -25.2% | +40.7% |
| YTD | +74.6% | +59.8% | +14.7% | +61.3% |
| 1Y | +84.9% | +121.7% | -36.8% | +63.6% |
| All | +84.9% | +117.0% | -32.1% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling