+2.1%
EWZ vs TWLO
+67.1%
-65.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +0.8% | +4.5% | -3.8% | +0.7% |
| 30D | -24.4% | -22.1% | -2.3% | -24.3% |
| 3M | -4.6% | -15.3% | +10.7% | -4.4% |
| 6M | -11.6% | +9.7% | -21.2% | -10.9% |
| YTD | +2.4% | +48.5% | -46.1% | +0.4% |
| 1Y | +2.1% | +70.3% | -68.3% | +0.4% |
| All | +2.1% | +67.1% | -65.0% | +0.4% |
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