+633.6%
TWLO vs EMR
+304.3%
+329.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.5% | +2.8% | +1.7% | +3.2% |
| 30D | -22.1% | +3.7% | -25.8% | -23.2% |
| 3M | -15.3% | +2.0% | -17.3% | -16.0% |
| 6M | +9.7% | +22.1% | -12.5% | -0.5% |
| YTD | +48.5% | +27.2% | +21.3% | +29.5% |
| 1Y | +70.3% | +32.0% | +38.3% | +45.6% |
| 3Y | +261.4% | +103.3% | +158.1% | +150.7% |
| 5Y | -30.6% | +88.2% | -118.8% | -50.4% |
| 10Y | +569.2% | +280.4% | +288.8% | +209.1% |
| All | +633.6% | +304.3% | +329.3% | +221.5% |
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