+121.7%
TWLO vs EL
+12.6%
+109.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.4% | -6.5% | +4.1% | -1.8% |
| 30D | -7.8% | +11.1% | -19.0% | -8.5% |
| 3M | +10.0% | +10.7% | -0.7% | +9.2% |
| 6M | +79.5% | +6.9% | +72.6% | +75.6% |
| YTD | +59.8% | -6.3% | +66.1% | +56.6% |
| 1Y | +121.7% | +13.5% | +108.2% | +100.3% |
| All | +121.7% | +12.6% | +109.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling