+64.3%
TWLO vs EAT
+109.8%
-45.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | +0.5% |
| 7D | -15.9% | -0.1% | -15.7% | -15.9% |
| 30D | -29.0% | +13.5% | -42.6% | -27.8% |
| 3M | +10.0% | +1.0% | +9.0% | +10.5% |
| 6M | +12.6% | +57.3% | -44.7% | +18.9% |
| YTD | +50.1% | +53.6% | -3.5% | +57.4% |
| 1Y | +64.3% | +110.8% | -46.5% | +70.9% |
| All | +64.3% | +109.8% | -45.6% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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