+67.6%
EWZ vs TWLO
-37.0%
+104.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.2% |
| 7D | +5.6% | -1.2% | +6.8% | +5.6% |
| 30D | +9.3% | -6.4% | +15.6% | +9.6% |
| 3M | +15.7% | +6.3% | +9.4% | +14.8% |
| 6M | +7.4% | +76.4% | -69.0% | +2.1% |
| YTD | +22.7% | +58.8% | -36.1% | +17.3% |
| 1Y | +36.4% | +107.1% | -70.7% | +27.3% |
| 3Y | +50.4% | +245.0% | -194.6% | +32.3% |
| 5Y | +67.6% | -36.0% | +103.6% | +75.9% |
| All | +67.6% | -37.0% | +104.6% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling