-32.3%
TWLO vs ELV
+24.6%
-56.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.4% |
| 7D | -2.4% | +2.8% | -5.2% | -2.7% |
| 30D | -7.8% | +4.9% | -12.7% | -8.2% |
| 3M | +10.0% | +4.9% | +5.1% | +9.5% |
| 6M | +79.5% | +45.1% | +34.4% | +73.5% |
| YTD | +59.8% | +20.7% | +39.2% | +56.6% |
| 1Y | +121.7% | +35.0% | +86.6% | +114.4% |
| 3Y | +240.8% | -2.4% | +243.2% | +242.1% |
| All | -32.3% | +24.6% | -56.9% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling