+709.2%
TWLO vs EIX
+18.0%
+691.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -4.0% | -3.3% |
| 7D | -2.0% | -19.1% | +17.1% | +1.5% |
| 30D | +20.6% | -16.9% | +37.5% | +24.1% |
| 3M | -1.5% | -20.0% | +18.5% | +1.8% |
| 6M | +89.4% | -21.3% | +110.7% | +96.0% |
| YTD | +63.8% | -1.7% | +65.5% | +60.3% |
| 1Y | +119.7% | +9.6% | +110.2% | +108.8% |
| 3Y | +256.1% | -3.7% | +259.8% | +243.3% |
| 5Y | -36.6% | +22.6% | -59.2% | -42.3% |
| 10Y | +304.3% | +17.7% | +286.7% | +262.1% |
| All | +709.2% | +18.0% | +691.2% | +627.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling