+240.6%
TWLO vs ELF
-27.2%
+267.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | +1.0% |
| 7D | +0.2% | -6.8% | +7.0% | +1.0% |
| 30D | -9.1% | +5.1% | -14.2% | -9.8% |
| 3M | +11.0% | +79.8% | -68.8% | +4.0% |
| 6M | +79.4% | +29.7% | +49.6% | +73.9% |
| YTD | +59.7% | +31.6% | +28.1% | +53.5% |
| 1Y | +112.3% | -27.9% | +140.2% | +119.1% |
| All | +240.6% | -27.2% | +267.7% | +208.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling