+238.6%
TWLO vs ED
+35.3%
+203.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -2.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.0% |
| 30D | -6.4% | +1.1% | -7.5% | -5.8% |
| 3M | +6.3% | +4.6% | +1.6% | +8.9% |
| 6M | +76.4% | -2.0% | +78.4% | +76.6% |
| YTD | +58.8% | +11.7% | +47.1% | +67.3% |
| 1Y | +107.1% | +15.7% | +91.3% | +121.3% |
| All | +238.6% | +35.3% | +203.3% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling