+331.4%
EWY vs TWLO
+847.0%
-515.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +6.7% | +0.2% | +6.5% | +6.6% |
| 30D | +17.0% | -9.1% | +26.1% | +18.2% |
| 3M | +3.7% | +11.0% | -7.3% | +1.5% |
| 6M | +42.5% | +79.4% | -36.9% | +30.3% |
| YTD | +96.2% | +59.7% | +36.5% | +81.5% |
| 1Y | +160.4% | +112.3% | +48.0% | +131.3% |
| 3Y | +231.7% | +247.0% | -15.3% | +170.3% |
| 5Y | +153.3% | -35.6% | +188.8% | +137.9% |
| 10Y | +308.8% | +305.7% | +3.1% | +191.3% |
| All | +331.4% | +847.0% | -515.6% | +187.7% |
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