+307.6%
TWLO vs ECHO
+193.4%
+114.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.7% |
| 7D | -3.9% | +2.3% | -6.2% | -4.2% |
| 30D | -9.7% | +4.4% | -14.1% | -10.3% |
| 3M | +11.6% | -20.3% | +31.9% | +14.7% |
| 6M | +84.7% | -15.3% | +100.0% | +86.9% |
| YTD | +62.5% | -15.5% | +78.0% | +64.1% |
| 1Y | +121.7% | +15.0% | +106.7% | +113.6% |
| 3Y | +253.0% | +409.1% | -156.2% | +131.6% |
| 5Y | -32.5% | +260.6% | -293.1% | -52.5% |
| All | +307.6% | +193.4% | +114.2% | +220.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling