+301.0%
TWLO vs ELV
+280.2%
+20.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.2% | -1.8% |
| 7D | -2.4% | +3.2% | -5.6% | -3.1% |
| 30D | -7.8% | +5.4% | -13.2% | -8.9% |
| 3M | +10.0% | +5.4% | +4.7% | +8.5% |
| 6M | +79.5% | +45.7% | +33.8% | +63.6% |
| YTD | +59.8% | +21.2% | +38.6% | +51.0% |
| 1Y | +121.7% | +35.6% | +86.1% | +102.8% |
| 3Y | +240.8% | -2.0% | +242.8% | +230.6% |
| 5Y | -33.6% | +26.0% | -59.6% | -42.0% |
| All | +301.0% | +280.2% | +20.8% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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