-30.2%
TWLO vs ED
+82.8%
-113.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +5.6% | -1.7% | +7.3% | +5.1% |
| 30D | -24.6% | +10.7% | -35.3% | -22.2% |
| 3M | -14.0% | +11.6% | -25.6% | -10.8% |
| 6M | +10.1% | +13.5% | -3.4% | +14.8% |
| YTD | +49.2% | +23.1% | +26.1% | +57.8% |
| 1Y | +65.2% | +23.1% | +42.2% | +74.8% |
| 3Y | +260.7% | +47.9% | +212.7% | +275.5% |
| 5Y | -30.2% | +83.9% | -114.1% | -20.0% |
| All | -30.2% | +82.8% | -113.0% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling