+240.8%
TWLO vs EFV
+90.2%
+150.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.5% |
| 7D | -2.4% | -0.8% | -1.6% | -1.8% |
| 30D | -7.8% | +0.6% | -8.4% | -8.3% |
| 3M | +10.0% | +7.5% | +2.5% | +3.8% |
| 6M | +79.5% | +13.0% | +66.4% | +60.9% |
| YTD | +59.8% | +18.3% | +41.5% | +35.6% |
| 1Y | +121.7% | +26.7% | +94.9% | +74.8% |
| 3Y | +240.8% | +89.6% | +151.2% | +66.6% |
| All | +240.8% | +90.2% | +150.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling