+689.1%
TWLO vs ELV
+251.4%
+437.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.9% |
| 7D | +0.2% | -2.2% | +2.4% | +0.8% |
| 30D | -9.1% | -0.2% | -8.9% | -9.1% |
| 3M | +11.0% | -6.1% | +17.1% | +12.4% |
| 6M | +79.4% | +42.8% | +36.5% | +63.2% |
| YTD | +59.7% | +14.4% | +45.3% | +52.5% |
| 1Y | +112.3% | +28.6% | +83.7% | +95.6% |
| 3Y | +247.0% | -7.4% | +254.4% | +240.3% |
| 5Y | -35.6% | +14.5% | -50.0% | -42.7% |
| 10Y | +305.7% | +257.4% | +48.3% | +99.3% |
| All | +689.1% | +251.4% | +437.7% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling