+240.8%
TWLO vs ELV
-2.5%
+243.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | 0.0% |
| 7D | -2.4% | +2.8% | -5.2% | -2.4% |
| 30D | -7.8% | +4.9% | -12.7% | -7.8% |
| 3M | +10.0% | +4.9% | +5.1% | +10.1% |
| 6M | +79.5% | +45.1% | +34.4% | +81.1% |
| YTD | +59.8% | +20.7% | +39.2% | +60.5% |
| 1Y | +121.7% | +35.0% | +86.6% | +123.7% |
| 3Y | +240.8% | -2.4% | +243.2% | +252.1% |
| All | +240.8% | -2.5% | +243.3% | +252.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling