-32.5%
TWLO vs ELF
+217.8%
-250.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.1% | +2.5% |
| 7D | -3.9% | -10.8% | +7.0% | -1.9% |
| 30D | -9.7% | +0.8% | -10.5% | -10.1% |
| 3M | +11.6% | +64.8% | -53.2% | +1.2% |
| 6M | +84.7% | +19.0% | +65.7% | +76.8% |
| YTD | +62.5% | +25.9% | +36.6% | +51.9% |
| 1Y | +121.7% | -28.8% | +150.5% | +129.9% |
| 3Y | +253.0% | -29.6% | +282.6% | +215.8% |
| 5Y | -32.5% | +216.2% | -248.7% | -80.9% |
| All | -32.5% | +217.8% | -250.3% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling