+709.2%
TWLO vs ECL
+157.6%
+551.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.2% |
| 7D | -2.0% | -2.6% | +0.6% | -0.6% |
| 30D | +20.6% | -2.2% | +22.7% | +21.9% |
| 3M | -1.5% | +10.1% | -11.7% | -7.3% |
| 6M | +89.4% | -5.7% | +95.2% | +92.8% |
| YTD | +63.8% | +7.0% | +56.8% | +54.3% |
| 1Y | +119.7% | +2.7% | +117.1% | +111.4% |
| 3Y | +256.1% | +57.7% | +198.4% | +159.5% |
| 5Y | -36.6% | +31.1% | -67.7% | -50.2% |
| 10Y | +304.3% | +150.9% | +153.5% | +87.0% |
| All | +709.2% | +157.6% | +551.6% | +271.1% |
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 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