+2.7%
EWZ vs TWLO
+65.2%
-62.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.7% | -5.1% | -1.4% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -26.2% | -26.0% | -0.2% | -26.1% |
| 3M | -8.6% | -14.3% | +5.7% | -8.4% |
| 6M | -17.0% | +6.2% | -23.2% | -16.4% |
| YTD | +2.2% | +50.6% | -48.4% | +0.3% |
| 1Y | +2.7% | +64.0% | -61.3% | +0.8% |
| All | +2.7% | +65.2% | -62.6% | +0.8% |
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