+709.2%
TWLO vs EMB
+36.5%
+672.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.2% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +20.6% | -0.3% | +20.9% | +21.3% |
| 3M | -1.5% | -0.4% | -1.1% | -0.8% |
| 6M | +89.4% | +0.1% | +89.3% | +89.1% |
| YTD | +63.8% | +1.6% | +62.2% | +59.2% |
| 1Y | +119.7% | +5.6% | +114.1% | +99.7% |
| 3Y | +256.1% | +29.8% | +226.3% | +128.7% |
| 5Y | -36.6% | +7.3% | -43.8% | -43.0% |
| 10Y | +304.3% | +30.4% | +273.9% | +165.5% |
| All | +709.2% | +36.5% | +672.7% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling