+64.3%
TWLO vs ECHO
+34.5%
+29.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.1% | +0.4% |
| 7D | -15.9% | +4.6% | -20.4% | -16.4% |
| 30D | -29.0% | +0.4% | -29.5% | -29.3% |
| 3M | +10.0% | +7.7% | +2.4% | +8.5% |
| 6M | +12.6% | -18.0% | +30.6% | +14.3% |
| YTD | +50.1% | -9.3% | +59.4% | +48.7% |
| 1Y | +64.3% | +34.2% | +30.1% | +45.9% |
| All | +64.3% | +34.5% | +29.8% | +45.9% |
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