+57.8%
EWZ vs TWLO
-34.7%
+92.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | -1.5% | -1.5% | 0.0% | -1.4% |
| 30D | -24.5% | -26.0% | +1.5% | -23.2% |
| 3M | -10.7% | +4.6% | -15.3% | -11.4% |
| 6M | -19.1% | +5.5% | -24.6% | -20.0% |
| YTD | +1.6% | +42.0% | -40.4% | -2.2% |
| 1Y | +4.3% | +58.5% | -54.2% | -0.6% |
| 3Y | +19.0% | +279.7% | -260.7% | +4.1% |
| All | +57.8% | -34.7% | +92.6% | +67.8% |
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 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