+168.0%
TWLO vs ELAN
-28.2%
+196.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.0% |
| 7D | -2.4% | -5.4% | +3.0% | -1.0% |
| 30D | -7.8% | +4.7% | -12.5% | -9.2% |
| 3M | +10.0% | -3.7% | +13.7% | +9.8% |
| 6M | +79.5% | -1.2% | +80.7% | +74.9% |
| YTD | +59.8% | +2.4% | +57.4% | +53.8% |
| 1Y | +121.7% | +23.4% | +98.3% | +100.9% |
| 3Y | +240.8% | +96.7% | +144.1% | +142.4% |
| 5Y | -33.6% | -30.6% | -3.0% | -36.8% |
| All | +168.0% | -28.2% | +196.2% | +165.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling