+301.0%
TWLO vs EFX
+42.6%
+258.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.9% |
| 7D | -2.4% | -4.5% | +2.1% | 0.0% |
| 30D | -7.8% | -6.1% | -1.7% | -5.0% |
| 3M | +10.0% | +6.2% | +3.8% | +5.1% |
| 6M | +79.5% | -11.2% | +90.7% | +88.2% |
| YTD | +59.8% | -21.4% | +81.2% | +77.5% |
| 1Y | +121.7% | -34.3% | +156.0% | +169.8% |
| 3Y | +240.8% | -12.5% | +253.3% | +237.4% |
| 5Y | -33.6% | -35.6% | +2.0% | -24.2% |
| All | +301.0% | +42.6% | +258.4% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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