+240.6%
TWLO vs EIX
-4.8%
+245.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.0% |
| 7D | +0.2% | +4.1% | -3.9% | -0.3% |
| 30D | -9.1% | -15.3% | +6.2% | -7.7% |
| 3M | +11.0% | -18.4% | +29.4% | +12.8% |
| 6M | +79.4% | -16.8% | +96.2% | +81.0% |
| YTD | +59.7% | -0.6% | +60.3% | +54.4% |
| 1Y | +112.3% | +10.7% | +101.7% | +98.9% |
| All | +240.6% | -4.8% | +245.3% | +204.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling