+119.7%
TWLO vs ENB
+7.5%
+112.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -3.4% |
| 7D | -2.0% | -0.2% | -1.8% | -2.1% |
| 30D | +20.6% | -2.2% | +22.8% | +19.8% |
| 3M | -1.5% | -10.5% | +9.0% | -4.8% |
| 6M | +89.4% | -5.1% | +94.5% | +88.3% |
| YTD | +63.8% | +9.0% | +54.8% | +82.3% |
| 1Y | +119.7% | +8.2% | +111.5% | +142.3% |
| All | +119.7% | +7.5% | +112.2% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 1y: compounded portfolio wealth divided by compounded ENB 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…
1y analysis · Full analysis span regression · 6 months rolling