-32.3%
TWLO vs ECHO
+262.7%
-295.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | -2.4% | +3.7% | -6.1% | -2.9% |
| 30D | -7.8% | +0.7% | -8.5% | -7.9% |
| 3M | +10.0% | -27.3% | +37.3% | +14.0% |
| 6M | +79.5% | -17.0% | +96.4% | +81.7% |
| YTD | +59.8% | -14.3% | +74.2% | +60.9% |
| 1Y | +121.7% | +20.9% | +100.8% | +113.6% |
| 3Y | +240.8% | +423.0% | -182.2% | +139.8% |
| All | -32.3% | +262.7% | -295.0% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling