-32.5%
TWLO vs EMR
+62.1%
-94.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.4% |
| 7D | -3.9% | -1.2% | -2.7% | -3.3% |
| 30D | -9.7% | -9.4% | -0.3% | -4.9% |
| 3M | +11.6% | +8.6% | +3.0% | +5.9% |
| 6M | +84.7% | +6.7% | +78.0% | +73.6% |
| YTD | +62.5% | +13.1% | +49.4% | +45.0% |
| 1Y | +121.7% | +12.7% | +109.0% | +97.6% |
| 3Y | +253.0% | +58.1% | +194.9% | +143.7% |
| 5Y | -32.5% | +63.6% | -96.1% | -57.4% |
| All | -32.5% | +62.1% | -94.6% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling