+689.1%
TWLO vs EFV
+167.5%
+521.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.4% |
| 7D | +0.2% | -0.5% | +0.7% | +0.7% |
| 30D | -9.1% | 0.0% | -9.2% | -9.1% |
| 3M | +11.0% | +8.4% | +2.6% | +2.7% |
| 6M | +79.4% | +12.3% | +67.0% | +59.7% |
| YTD | +59.7% | +17.4% | +42.3% | +35.4% |
| 1Y | +112.3% | +27.1% | +85.2% | +66.5% |
| 3Y | +247.0% | +90.7% | +156.2% | +84.0% |
| 5Y | -35.6% | +95.6% | -131.2% | -66.5% |
| 10Y | +305.7% | +165.3% | +140.4% | +60.3% |
| All | +689.1% | +167.5% | +521.6% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling