+637.1%
TWLO vs ECL
+181.6%
+455.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.7% |
| 7D | +5.6% | -0.5% | +6.1% | +5.9% |
| 30D | -24.6% | +6.6% | -31.2% | -27.3% |
| 3M | -14.0% | +9.6% | -23.6% | -18.6% |
| 6M | +10.1% | +21.6% | -11.5% | -2.6% |
| YTD | +49.2% | +16.9% | +32.3% | +33.5% |
| 1Y | +65.2% | +17.9% | +47.4% | +46.9% |
| 3Y | +260.7% | +76.5% | +184.2% | +145.9% |
| 5Y | -30.2% | +36.6% | -66.9% | -46.7% |
| 10Y | +572.4% | +193.2% | +379.2% | +169.3% |
| All | +637.1% | +181.6% | +455.5% | +221.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling