-32.3%
TWLO vs EME
+575.5%
-607.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -6.0% | -3.1% |
| 7D | -2.4% | +3.5% | -5.9% | -3.7% |
| 30D | -7.8% | -6.3% | -1.5% | -6.0% |
| 3M | +10.0% | -3.8% | +13.8% | +10.1% |
| 6M | +79.5% | +8.5% | +71.0% | +70.2% |
| YTD | +59.8% | +27.8% | +32.0% | +39.8% |
| 1Y | +121.7% | +22.2% | +99.5% | +94.2% |
| 3Y | +240.8% | +253.5% | -12.7% | +68.8% |
| All | -32.3% | +575.5% | -607.8% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling