+301.0%
TWLO vs EIX
+19.9%
+281.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.4% |
| 7D | -2.4% | -1.4% | -1.1% | -2.2% |
| 30D | -7.8% | -19.3% | +11.5% | -4.7% |
| 3M | +10.0% | -21.7% | +31.7% | +14.2% |
| 6M | +79.5% | -19.8% | +99.3% | +84.8% |
| YTD | +59.8% | -3.0% | +62.9% | +56.7% |
| 1Y | +121.7% | +5.1% | +116.6% | +112.5% |
| 3Y | +240.8% | -7.0% | +247.8% | +230.7% |
| 5Y | -33.6% | +22.0% | -55.6% | -39.7% |
| All | +301.0% | +19.9% | +281.1% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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