+222.9%
EWY vs TWLO
+246.3%
-23.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.3% |
| 6M | +42.1% | +79.5% | -37.4% | +27.3% |
| YTD | +94.1% | +59.8% | +34.3% | +76.5% |
| 1Y | +147.8% | +121.7% | +26.2% | +112.4% |
| 3Y | +222.9% | +240.8% | -17.9% | +142.0% |
| All | +222.9% | +246.3% | -23.4% | +142.0% |
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