-32.5%
TWLO vs EL
-69.5%
+37.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.5% |
| 7D | -3.9% | -4.4% | +0.5% | -2.6% |
| 30D | -9.7% | +10.3% | -20.0% | -13.2% |
| 3M | +11.6% | +13.4% | -1.8% | +6.2% |
| 6M | +84.7% | +3.1% | +81.6% | +78.7% |
| YTD | +62.5% | -6.9% | +69.4% | +59.8% |
| 1Y | +121.7% | +11.9% | +109.8% | +101.5% |
| 3Y | +253.0% | -33.8% | +286.8% | +278.9% |
| 5Y | -32.5% | -69.0% | +36.5% | +26.8% |
| All | -32.5% | -69.5% | +37.0% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling