+248.0%
TWLO vs ELF
+334.6%
-86.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.8% | -2.2% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | -6.4% | +5.9% | -12.3% | -7.5% |
| 3M | +6.3% | +99.5% | -93.2% | -6.3% |
| 6M | +76.4% | +26.5% | +49.9% | +67.1% |
| YTD | +58.8% | +37.2% | +21.6% | +46.9% |
| 1Y | +107.1% | -24.4% | +131.5% | +110.4% |
| 3Y | +245.0% | -23.3% | +268.3% | +219.6% |
| 5Y | -36.0% | +245.2% | -281.1% | -59.6% |
| All | +248.0% | +334.6% | -86.7% | +86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling