+119.7%
TWLO vs ECHO
+40.1%
+79.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | +3.4% | -5.4% | -2.5% |
| 30D | +20.6% | +2.4% | +18.2% | +20.2% |
| 3M | -1.5% | -28.0% | +26.4% | +2.7% |
| 6M | +89.4% | -21.2% | +110.7% | +92.3% |
| YTD | +63.8% | -17.4% | +81.2% | +65.1% |
| 1Y | +119.7% | +33.6% | +86.1% | +103.5% |
| All | +119.7% | +40.1% | +79.6% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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