+633.6%
TWLO vs ED
+126.3%
+507.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.3% |
| 7D | +4.5% | +2.1% | +2.5% | +4.8% |
| 30D | -22.1% | +10.4% | -32.5% | -20.9% |
| 3M | -15.3% | +12.5% | -27.9% | -13.8% |
| 6M | +9.7% | +14.9% | -5.3% | +12.0% |
| YTD | +48.5% | +24.8% | +23.7% | +52.8% |
| 1Y | +70.3% | +23.8% | +46.5% | +75.3% |
| 3Y | +261.4% | +51.6% | +209.8% | +273.0% |
| 5Y | -30.6% | +86.4% | -117.0% | -27.5% |
| 10Y | +569.2% | +145.4% | +423.8% | +677.2% |
| All | +633.6% | +126.3% | +507.3% | +751.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling