-35.6%
TWLO vs ECL
+25.4%
-61.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.9% |
| 7D | +0.2% | -2.7% | +2.9% | +1.9% |
| 30D | -9.1% | -4.3% | -4.9% | -6.9% |
| 3M | +11.0% | +3.2% | +7.8% | +7.9% |
| 6M | +79.4% | -2.9% | +82.3% | +79.8% |
| YTD | +59.7% | +4.3% | +55.5% | +50.9% |
| 1Y | +112.3% | +1.6% | +110.7% | +103.3% |
| 3Y | +247.0% | +54.3% | +192.7% | +127.3% |
| 5Y | -35.6% | +26.5% | -62.1% | -56.4% |
| All | -35.6% | +25.4% | -61.0% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling