+301.0%
TWLO vs EFV
+169.9%
+131.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.6% |
| 7D | -2.4% | -0.8% | -1.6% | -1.7% |
| 30D | -7.8% | +0.6% | -8.4% | -8.4% |
| 3M | +10.0% | +7.5% | +2.5% | +2.8% |
| 6M | +79.5% | +13.0% | +66.4% | +59.1% |
| YTD | +59.8% | +18.3% | +41.5% | +34.8% |
| 1Y | +121.7% | +26.7% | +94.9% | +75.1% |
| 3Y | +240.8% | +89.6% | +151.2% | +83.6% |
| 5Y | -33.6% | +98.2% | -131.8% | -65.6% |
| All | +301.0% | +169.9% | +131.1% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling