+261.4%
TWLO vs EIX
+10.6%
+250.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.5% | +1.4% | +3.2% | +4.4% |
| 30D | -22.1% | +8.5% | -30.6% | -22.7% |
| 3M | -15.3% | -13.5% | -1.9% | -14.1% |
| 6M | +9.7% | -12.4% | +22.0% | +10.4% |
| YTD | +48.5% | +5.9% | +42.6% | +43.0% |
| 1Y | +70.3% | +7.6% | +62.8% | +63.3% |
| 3Y | +261.4% | +12.8% | +248.6% | +220.5% |
| All | +261.4% | +10.6% | +250.9% | +220.5% |
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