+246.5%
TWLO vs EFX
-12.7%
+259.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -3.9% | -11.1% | +7.2% | +1.2% |
| 30D | -9.7% | -7.4% | -2.3% | -6.8% |
| 3M | +11.6% | +1.5% | +10.1% | +9.8% |
| 6M | +84.7% | -13.7% | +98.4% | +94.7% |
| YTD | +62.5% | -21.9% | +84.3% | +77.8% |
| 1Y | +121.7% | -30.8% | +152.5% | +154.0% |
| All | +246.5% | -12.7% | +259.2% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling