+22.1%
EWZ vs TWLO
+261.2%
-239.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.3% | -0.3% | +1.8% |
| 7D | +1.4% | -0.5% | +1.9% | +1.4% |
| 30D | -25.1% | -28.6% | +3.5% | -23.8% |
| 3M | -7.7% | -14.4% | +6.6% | -7.2% |
| 6M | -15.8% | +2.4% | -18.3% | -16.5% |
| YTD | +3.6% | +45.3% | -41.7% | -0.4% |
| 1Y | +5.5% | +61.8% | -56.3% | +0.3% |
| 3Y | +22.1% | +269.0% | -246.9% | -2.1% |
| All | +22.1% | +261.2% | -239.1% | -2.1% |
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