+572.9%
TWLO vs EMB
+36.5%
+536.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.1% |
| 7D | +4.5% | -0.9% | +5.5% | +6.2% |
| 30D | -22.1% | +0.4% | -22.4% | -22.6% |
| 3M | -15.3% | -3.1% | -12.2% | -10.7% |
| 6M | +9.7% | -2.1% | +11.7% | +13.4% |
| YTD | +48.5% | -1.1% | +49.6% | +50.8% |
| 1Y | +70.3% | -0.1% | +70.4% | +69.9% |
| 3Y | +261.4% | +29.6% | +231.8% | +132.9% |
| 5Y | -30.6% | +7.2% | -37.8% | -37.7% |
| All | +572.9% | +36.5% | +536.4% | +253.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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