+64.3%
TWLO vs EME
-3.1%
+67.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | +0.8% |
| 7D | -15.9% | -5.8% | -10.1% | -15.4% |
| 30D | -29.0% | -17.9% | -11.1% | -27.9% |
| 3M | +10.0% | -22.0% | +32.0% | +12.2% |
| 6M | +12.6% | -29.7% | +42.3% | +16.0% |
| YTD | +50.1% | +4.7% | +45.4% | +48.3% |
| 1Y | +64.3% | -2.1% | +66.4% | +68.9% |
| All | +64.3% | -3.1% | +67.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling