-35.6%
TWLO vs ED
+66.4%
-101.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.4% |
| 7D | +0.2% | -0.2% | +0.4% | +0.1% |
| 30D | -9.1% | +1.9% | -11.1% | -8.7% |
| 3M | +11.0% | +1.9% | +9.1% | +11.6% |
| 6M | +79.4% | -2.3% | +81.6% | +79.4% |
| YTD | +59.7% | +10.9% | +48.8% | +63.4% |
| 1Y | +112.3% | +14.5% | +97.8% | +118.4% |
| 3Y | +247.0% | +33.4% | +213.6% | +251.4% |
| 5Y | -35.6% | +67.3% | -102.9% | -28.5% |
| All | -35.6% | +66.4% | -101.9% | -28.5% |
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