+709.2%
TWLO vs EMR
+270.0%
+439.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.9% | -3.9% |
| 7D | -2.0% | -1.5% | -0.5% | -1.4% |
| 30D | +20.6% | -5.6% | +26.2% | +23.7% |
| 3M | -1.5% | +7.9% | -9.5% | -5.5% |
| 6M | +89.4% | +6.0% | +83.4% | +80.9% |
| YTD | +63.8% | +16.4% | +47.3% | +48.4% |
| 1Y | +119.7% | +16.6% | +103.1% | +98.7% |
| 3Y | +256.1% | +62.9% | +193.3% | +172.3% |
| 5Y | -36.6% | +60.1% | -96.7% | -51.8% |
| 10Y | +304.3% | +268.7% | +35.6% | +83.9% |
| All | +709.2% | +270.0% | +439.2% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling