+146.2%
IEFA vs TWLO
+847.7%
-701.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | -1.6% | -2.4% | +0.9% | -1.3% |
| 30D | -1.5% | -7.8% | +6.3% | -0.8% |
| 3M | +3.4% | +10.0% | -6.6% | +2.0% |
| 6M | +9.5% | +79.5% | -70.0% | +2.1% |
| YTD | +13.0% | +59.8% | -46.8% | +6.4% |
| 1Y | +18.0% | +121.7% | -103.7% | +7.1% |
| 3Y | +65.4% | +240.8% | -175.4% | +40.6% |
| 5Y | +51.6% | -33.6% | +85.2% | +44.0% |
| 10Y | +146.7% | +306.0% | -159.3% | +87.8% |
| All | +146.2% | +847.7% | -701.5% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling