-32.5%
TWLO vs EIX
+22.7%
-55.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -3.9% | +0.8% | -4.7% | -4.1% |
| 30D | -9.7% | -18.8% | +9.1% | -6.6% |
| 3M | +11.6% | -19.7% | +31.3% | +15.1% |
| 6M | +84.7% | -18.2% | +102.9% | +88.8% |
| YTD | +62.5% | -1.7% | +64.2% | +56.7% |
| 1Y | +121.7% | +7.8% | +114.0% | +106.8% |
| 3Y | +253.0% | -5.6% | +258.6% | +230.4% |
| 5Y | -32.5% | +23.7% | -56.2% | -39.6% |
| All | -32.5% | +22.7% | -55.2% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling