+689.1%
TWLO vs EFX
+46.7%
+642.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +1.7% |
| 7D | +0.2% | -9.4% | +9.6% | +5.7% |
| 30D | -9.1% | -6.9% | -2.3% | -5.8% |
| 3M | +11.0% | +0.1% | +10.9% | +9.4% |
| 6M | +79.4% | -17.3% | +96.7% | +95.7% |
| YTD | +59.7% | -21.8% | +81.6% | +78.3% |
| 1Y | +112.3% | -32.5% | +144.9% | +155.0% |
| 3Y | +247.0% | -12.3% | +259.3% | +242.3% |
| 5Y | -35.6% | -36.6% | +1.0% | -25.5% |
| 10Y | +305.7% | +41.0% | +264.7% | +196.6% |
| All | +689.1% | +46.7% | +642.4% | +427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling