-32.3%
TWLO vs ELAN
-30.9%
-1.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -2.4% | -5.4% | +3.0% | -0.8% |
| 30D | -7.8% | +4.7% | -12.5% | -9.4% |
| 3M | +10.0% | -3.7% | +13.7% | +9.7% |
| 6M | +79.5% | -1.2% | +80.7% | +73.8% |
| YTD | +59.8% | +2.4% | +57.4% | +52.3% |
| 1Y | +121.7% | +23.4% | +98.3% | +96.2% |
| 3Y | +240.8% | +96.7% | +144.1% | +113.0% |
| All | -32.3% | -30.9% | -1.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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