+684.6%
TWLO vs EAT
+459.3%
+225.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.3% | -2.3% |
| 7D | -1.2% | -4.9% | +3.7% | -0.1% |
| 30D | -6.4% | -1.2% | -5.2% | -6.6% |
| 3M | +6.3% | +52.2% | -46.0% | -4.1% |
| 6M | +76.4% | +65.0% | +11.4% | +53.9% |
| YTD | +58.8% | +55.0% | +3.8% | +39.7% |
| 1Y | +107.1% | +42.1% | +65.0% | +84.5% |
| 3Y | +245.0% | +614.7% | -369.7% | +102.8% |
| 5Y | -36.0% | +322.7% | -358.7% | -59.5% |
| 10Y | +293.2% | +382.0% | -88.8% | +123.6% |
| All | +684.6% | +459.3% | +225.3% | +291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling