+303.5%
EWY vs TWLO
+312.8%
-9.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.9% | +3.5% |
| 7D | -0.1% | -2.4% | +2.3% | +0.2% |
| 30D | +7.3% | -7.8% | +15.1% | +8.3% |
| 3M | -5.1% | +10.0% | -15.2% | -7.1% |
| 6M | +42.1% | +79.5% | -37.4% | +29.6% |
| YTD | +94.1% | +59.8% | +34.3% | +79.1% |
| 1Y | +147.8% | +121.7% | +26.2% | +118.1% |
| 3Y | +222.9% | +240.8% | -17.9% | +162.1% |
| 5Y | +150.6% | -33.6% | +184.2% | +134.4% |
| All | +303.5% | +312.8% | -9.3% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling