+709.2%
TWLO vs EL
+26.0%
+683.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.0% | -6.1% | -4.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | +20.6% | +19.8% | +0.7% | +12.2% |
| 3M | -1.5% | +25.7% | -27.3% | -10.4% |
| 6M | +89.4% | +5.4% | +84.0% | +81.1% |
| YTD | +63.8% | +0.2% | +63.6% | +56.5% |
| 1Y | +119.7% | +20.4% | +99.3% | +93.5% |
| 3Y | +256.1% | -32.1% | +288.3% | +271.8% |
| 5Y | -36.6% | -67.2% | +30.6% | -3.7% |
| 10Y | +304.3% | +31.7% | +272.6% | +293.7% |
| All | +709.2% | +26.0% | +683.3% | +733.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling