+164.3%
EWY vs TWLO
+123.2%
+41.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.1% | +7.7% | +4.9% |
| 7D | +4.8% | -2.0% | +6.8% | +5.0% |
| 30D | +11.7% | +20.6% | -8.9% | +8.6% |
| 3M | -7.4% | -1.5% | -5.9% | -7.3% |
| 6M | +40.6% | +89.4% | -48.9% | +27.7% |
| YTD | +94.3% | +63.8% | +30.5% | +79.4% |
| 1Y | +164.3% | +119.7% | +44.6% | +134.6% |
| All | +164.3% | +123.2% | +41.1% | +134.6% |
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