+246.5%
TWLO vs EMR
+58.0%
+188.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.3% |
| 7D | -3.9% | -1.2% | -2.7% | -3.4% |
| 30D | -9.7% | -9.4% | -0.3% | -5.9% |
| 3M | +11.6% | +8.6% | +3.0% | +7.1% |
| 6M | +84.7% | +6.7% | +78.0% | +75.9% |
| YTD | +62.5% | +13.1% | +49.4% | +47.8% |
| 1Y | +121.7% | +12.7% | +109.0% | +101.5% |
| All | +246.5% | +58.0% | +188.5% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 3y: compounded portfolio wealth divided by compounded EMR 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…
3y analysis · Full analysis span regression · 6 months rolling