+250.2%
TWLO vs ELF
+303.8%
-53.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | -2.4% | -11.6% | +9.2% | -0.3% |
| 30D | -7.8% | +4.6% | -12.4% | -8.8% |
| 3M | +10.0% | +59.7% | -49.7% | +0.9% |
| 6M | +79.5% | +21.2% | +58.3% | +71.2% |
| YTD | +59.8% | +27.4% | +32.4% | +49.7% |
| 1Y | +121.7% | -29.8% | +151.5% | +128.1% |
| 3Y | +240.8% | -28.5% | +269.3% | +219.3% |
| 5Y | -33.6% | +220.0% | -253.6% | -57.6% |
| All | +250.2% | +303.8% | -53.6% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling