+64.3%
TWLO vs ECL
+23.8%
+40.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | +1.0% |
| 7D | -15.9% | +7.7% | -23.6% | -13.7% |
| 30D | -29.0% | +13.7% | -42.7% | -26.0% |
| 3M | +10.0% | +11.6% | -1.5% | +14.1% |
| 6M | +12.6% | +23.9% | -11.3% | +20.6% |
| YTD | +50.1% | +21.0% | +29.1% | +53.4% |
| 1Y | +64.3% | +23.1% | +41.2% | +65.1% |
| All | +64.3% | +23.8% | +40.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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