+8.1%
EWZ vs TWLO
+60.3%
-52.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.6% |
| 7D | -4.1% | -15.9% | +11.8% | -4.0% |
| 30D | -25.0% | -29.0% | +4.1% | -24.9% |
| 3M | -10.6% | +10.0% | -20.7% | -10.2% |
| 6M | -16.6% | +12.6% | -29.2% | -16.1% |
| YTD | +2.5% | +50.1% | -47.6% | +1.0% |
| 1Y | +8.1% | +64.3% | -56.2% | +6.4% |
| All | +8.1% | +60.3% | -52.2% | +6.4% |
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